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  • Search: subject:"Reweighted fast consistent and high breakdown point"
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Correlation 1 Covariance matrix 1 Estimation theory 1 High-dimensional data 1 Korrelation 1 Mahalanobis distance 1 Outliers detection 1 Reweighted fast consistent and high breakdown point 1 Schätztheorie 1 Time series analysis 1 Zeitreihenanalyse 1
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CC license 1 Free 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Baba, Ishaq A. 1 Gafurjan Ibragimov 1 June, Leong W. 1 Midi, Habshah 1
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Decision analytics journal 1
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ECONIS (ZBW) 1
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A modified reweighted fast consistent and high-breakdown estimator for high-dimensional datasets
Baba, Ishaq A.; Midi, Habshah; June, Leong W.; Gafurjan … - In: Decision analytics journal 10 (2024), pp. 1-11
consistent and high breakdown point (RFCH) estimator is an outlier-resistant estimator of multivariate location and dispersion … RFCH cannot be applied when the dimension exceeds the sample size. We propose a modified reweighted fast consistent and … high breakdown point (MRFCH) estimator to make it applicable to high-dimensional settings. The basic idea of our proposed …
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