The minimum weighted covariance determinant estimator for high-dimensional data
Jan Kalina, Jan Tichavský
Topics & Concepts
EstimatorCovarianceOutlierMathematicsCovariance matrixEstimation of covariance matricesRobust statisticsMinimum-variance unbiased estimatorStatisticsScatter matrixAlgorithmComputer scienceAdvanced Statistical Methods and ModelsStatistical Methods and InferenceAdvanced Statistical Process Monitoring