Fast Algorithms for Computing High Breakdown Covariance Matrices with Missing Data
ContributorsCopt, Samuel; Victoria-Feser, Maria-Pia
Number of pages19
PublisherGenève
Collection
- Cahiers du département d'économétrie; 2003.04
Publication date2003
Abstract
Keywords
- C-step algorithm
- Minimum volume ellipsoid
- Outliers
- Robust statistics
- Sestimators
- Orthogonalized Gnanadesikan-Kettering robust estimator
Citation (ISO format)
COPT, Samuel, VICTORIA-FESER, Maria-Pia. Fast Algorithms for Computing High Breakdown Covariance Matrices with Missing Data. 2003
Main files (1)
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Identifiers
- PID : unige:6623