Nearest-neighbor variance estimation (NNVE): Robust covariance estimation via nearest-neighbor cleaning

Journal of the American Statistical Association

Volumn 97, Issue 460, 2002, Pages 994-1019

  Wang, Naisyin ^a   Raftery, Adrian E ^b  

^a TEXAS A AND M UNIVERSITY   (United States)

^b UNIVERSITY OF WASHINGTON   (United States)

Author keywords

EM algorithm; M estimator; Minimum volume ellipsoid estimator; Mixture model

Indexed keywords

EID: 0036970726     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/016214502388618780     Document Type: Article

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