Robust estimates of location and dispersion for high-dimensional datasets

Technometrics

Volumn 44, Issue 4, 2002, Pages 307-317

  Maronna, Ricardo A ^a   Zamar, Ruben H ^b  

^a Universidad Nacional La Plata and Principal Researcher at CICPBA   (Argentina)

^b UNIVERSITY OF BRITISH COLUMBIA   (Canada)

Author keywords

Data mining; Minimum covariance determinant; Robust covariances; Stahel Donoho estimate

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; DATA MINING; DATA STRUCTURES; EIGENVALUES AND EIGENFUNCTIONS; MATRIX ALGEBRA; RANDOM PROCESSES;

MINIMUM COVARIANCE DETERMINANT; ROBUST COVARIANCES; STAHEL-DONOHO ESTIMATE;

STATISTICAL METHODS;

EID: 0036849459     PISSN: 00401706     EISSN: None     Source Type: Journal    
DOI: 10.1198/004017002188618509     Document Type: Article

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