Pages that link to "Item:Q92466"
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The following pages link to The minimum regularized covariance determinant estimator (Q92466):
Displaying 14 items.
- rrcov (Q25938) (← links)
- A two-stage Bayesian semiparametric model for novelty detection with robust prior information (Q2058768) (← links)
- Outlier detection in non-elliptical data by kernel MRCD (Q2058886) (← links)
- Outlier detection via a block diagonal product estimator (Q2109298) (← links)
- Testing equality of standardized generalized variances of \(k\) multivariate normal populations with arbitrary dimensions (Q2176342) (← links)
- The power of monitoring: how to make the most of a contaminated multivariate sample (Q2324275) (← links)
- Outlyingness: which variables contribute most? (Q2329793) (← links)
- Mahalanobis distance based on minimum regularized covariance determinant estimators for high dimensional data (Q5078073) (← links)
- Outlier detection and robust variable selection via the penalized weighted LAD-LASSO method (Q5861495) (← links)
- Multidimensional outlier detection and robust estimation using <i>S<sub>n</sub></i> covariance (Q5867434) (← links)
- Consistency factor for the MCD estimator at the Student-\(t\) distribution (Q6089185) (← links)
- The minimum weighted covariance determinant estimator for high-dimensional data (Q6161665) (← links)
- Principal component analysis and optimal portfolio (Q6187960) (← links)
- The minimum covariance determinant estimator for interval-valued data (Q6494424) (← links)
