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0546601 - ÚI 2023 RIV DE eng J - Journal Article
Kalina, Jan - Tichavský, Jan
The minimum weighted covariance determinant estimator for high-dimensional data.
Advances in Data Analysis and Classification. Roč. 16, č. 4 (2022), s. 977-999. ISSN 1862-5347. E-ISSN 1862-5355
R&D Projects: GA ČR GA21-05325S; GA ČR(CZ) GA19-05704S
Institutional support: RVO:67985807
Keywords : High-dimensional data * Regularization * Robust estimation * Implicit weighting * Scatter matrix
OECD category: Statistics and probability
Impact factor: 1.6, year: 2022
Method of publishing: Limited access
https://dx.doi.org/10.1007/s11634-021-00471-6
Permanent Link: http://hdl.handle.net/11104/0323054