Fast algorithms for computing high breakdown covariance matrices with missing data
ContributorsCopt, Samuel; Victoria-Feser, Maria-Pia
Published inHubert, M., Pison, G., Struyf, A. and Van Aelst, S. (Ed.), Theory and Applications of Recent Robust Methods, p. 71-82
PublisherBasel : Birkhauser
Collection
- Statistics for Industry and Technology Series
Publication date2004
Abstract
Keywords
- C-step algorithm
- Minimum covariance determinant
- Outliers
- Robust statistics
- S-estimators
- Orthogonalized Gnanadesikan-Kettering robust estimator
Affiliation entities
Citation (ISO format)
COPT, Samuel, VICTORIA-FESER, Maria-Pia. Fast algorithms for computing high breakdown covariance matrices with missing data. In: Theory and Applications of Recent Robust Methods. Hubert, M., Pison, G., Struyf, A. and Van Aelst, S. (Ed.). Basel : Birkhauser, 2004. p. 71–82. (Statistics for Industry and Technology Series)
Main files (1)
Book chapter
Identifiers
- PID : unige:6502