The Cellwise Minimum Covariance Determinant Estimator
Author:
Affiliation:
1. Department of Quantitative Economics, Maastricht University, Maastricht, The Netherlands
2. Section of Statistics and Data Science, University of Leuven, Leuven, Belgium
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/01621459.2023.2267777
Reference46 articles.
1. Cellwise robust regularized discriminant analysis
2. Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
3. Alfons, A. (2016), robustHD: Robust Methods for High-Dimensional Data, R package version 0.5.1, CRAN.
4. Propagation of outliers in multivariate data
5. The minimum regularized covariance determinant estimator
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