Stahel–Donoho estimation for high-dimensional data

DOI10.1080/00207160.2014.933815zbMath1341.62143OpenAlexW2053064593MaRDI QIDQ2804919

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

robustnesshigh-dimensional dataoutlyingnesscellwise weightslocation and scatter estimation

Mathematics Subject Classification ID

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

Related Items

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

Cites Work

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• Stahel-Donoho estimators with cellwise weights
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