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covRobust

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Software:23031
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swMATH11081CRANcovRobustMaRDI QIDQ23031FDOQ23031

Robust Covariance Estimation via Nearest Neighbor Cleaning

Naisyin Wang

Last update: 19 May 2017

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.1-3

Source code repository: https://github.com/cran/covRobust


Cites work

  • Nearest-Neighbor Variance Estimation (NNVE)



Cited In (10)

  • Outliers in official statistics
  • Cluster analysis using different correlation coefficients
  • Outlier detection and clustering by partial mixture modeling
  • Implementation of Estimating Function-Based Inference Procedures With Markov Chain Monte Carlo Samplers
  • Outlier identification in model-based cluster analysis
  • A resistant estimator of multivariate location and dispersion
  • Bayesian regularization for normal mixture estimation and model-based clustering
  • On the mean and variance of response times under the diffusion model with an application to parameter estimation
  • Nearest-Neighbor Variance Estimation (NNVE)
  • An introduction to clustering with R


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