Robust covariance matrix estimation and identification of unusual data points : new tools
Christian Garciga, Randal Verbrugge
| Year of publication: |
2021
|
|---|---|
| Authors: | Garciga, Christian ; Verbrugge, Randal |
| Published in: |
Research in economics : an international review of economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1090-9443, ZDB-ID 1379004-3. - Vol. 75.2021, 2, p. 176-202
|
| Subject: | detMCD | Fragility | Outlier identification | RMVN | Robust estimation | Schätztheorie | Estimation theory | Robustes Verfahren | Robust statistics | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.rie.2021.03.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012793291