The minimum covariance determinant estimator for interval-valued data
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Cites work
- A well-conditioned estimator for large-dimensional covariance matrices
- An overview of the estimation of large covariance and precision matrices
- Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
- Asymptotics for the minimum covariance determinant estimator
- Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
- Central limit theorem and influence function for the MCD estimators at general multivariate distributions
- Condition-number-regularized covariance estimation
- Constrained \(M\)-estimation for multivariate location and scatter
- Distance-based linear discriminant analysis for interval-valued data
- Estimating regression parameters using linear rank tests for censored data
- Estimation of a flexible simple linear model for interval data based on set arithmetic
- Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants
- scientific article; zbMATH DE number 1674004 (Why is no real title available?)
- scientific article; zbMATH DE number 3136275 (Why is no real title available?)
- scientific article; zbMATH DE number 3829050 (Why is no real title available?)
- scientific article; zbMATH DE number 3986407 (Why is no real title available?)
- Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
- International encyclopedia of statistical science.
- Least angle regression. (With discussion)
- Least squares fitting of compact set-valued data
- Maximum Likelihood Estimation of a Structured Covariance Matrix With a Condition Number Constraint
- Model averaging for interval-valued data
- Nonparametric estimation of large covariance matrices of longitudinal data
- On the Stahel-Donoho estimator and depth-weighted means of multivariate data.
- On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions.
- Optimal rates of convergence for covariance matrix estimation
- Positive-definite _1-penalized estimation of large covariance matrices
- Random Sets in Econometrics
- Regression and correlation analyses of a linear relation between random intervals
- Regularized estimation of large covariance matrices
- Robust estimation of high-dimensional covariance and precision matrices
- Sparse inverse covariance estimation with the graphical lasso
- Statistics for high-dimensional data. Methods, theory and applications.
- The Distribution of Linear Combinations of Order Statistics from the Uniform Distribution
- The minimum regularized covariance determinant estimator
- The multivariate least-trimmed squares estimator
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