Stahel-Donoho estimation for high-dimensional data

DOI10.1080/00207160.2014.933815MaRDI QIDQ2804919zbMATH OpenOpenAlexFDO

Authors Stefan Van Aelst

Publication date 6 May 2016

Published in International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207160.2014.933815

zbMATH Keywords

high-dimensional datarobustnessoutlyingnesscellwise weightslocation and scatter estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Recommendations

• The Behavior of the Stahel-Donoho Robust Multivariate Estimator
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Cites work

• A note on Tyler's modification of the MAD for the Stahel-Donoho estimator
• An outlier map for support vector machine classification
• Computing projection depth and its associated estimators
• Error rates for multivariate outlier detection
• Exact computation of bivariate projection depth and the Stahel-Donoho estimator
• Exactly computing bivariate projection depth contours and median
• On the Stahel-Donoho estimator and depth-weighted means of multivariate data.
• Outlier identification in high dimensions
• Propagation of outliers in multivariate data
• Robust Linear Model Selection Based on Least Angle Regression
• Stahel-Donoho estimators with cellwise weights
• The influence function of the Stahel--Donoho estimator of multivariate location and scatter.
• The influence function of the Stahel-Donoho covariance estimator of smallest outlyingness

Cited in

(7)

• The minimum weighted covariance determinant estimator for high-dimensional data
• High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination
• On the moments of a stahel donoho robust multivatiate estimator
• Editorial: Special issue on computational statistics
• Stahel-Donoho estimators with cellwise weights
• Comments on: ``Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
• Multivariate outlier detection in applied data analysis: global, local, compositional and cellwise outliers

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