Robust estimation of precision matrices under cellwise contamination
نویسندگان
چکیده
منابع مشابه
Comments on: Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
Agostinelli, Leung, Yohai, and Zamar (Agostinelli et al. in the remainder) consider the difficult problem of robust estimation based on high-dimensional data. If outlying values can appear independently in the variables, then it can easily occur that the majority of the observations in high-dimensional data are contaminated, as pointed out in Alqallaf et al. (2009). Consequently, standard robus...
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ژورنال
عنوان ژورنال: Computational Statistics & Data Analysis
سال: 2016
ISSN: 0167-9473
DOI: 10.1016/j.csda.2015.02.005