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Highly robust estimation of dispersion matrices
Yanyuan Ma
, Marc G. Genton
Statistics
Research output
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Contribution to journal
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Article
›
peer-review
26
Scopus citations
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Business & Economics
Robust Estimation
100%
Matrix
65%
Estimator
59%
Asymptotic Variance
25%
Influence Function
13%
Robust Estimators
12%
Method of Moments
12%
Robustness
11%
Breakdown
8%
Covariance Matrix Estimation
7%
Asymptotic Efficiency
6%
Outliers
6%
Correlation Matrix
5%
Mathematics
Robust Estimation
86%
Estimator
44%
Asymptotic Variance
22%
Minimum Volume Ellipsoid
17%
Minimum Covariance Determinant
17%
Breakdown Point
13%
Influence Function
13%
Robust Estimators
12%
Method of Moments
12%
Multivariate Distribution
11%
Gaussian distribution
9%
Robustness
8%
Covariance Matrix Estimation
8%
Bounded Influence
7%
Asymptotic Efficiency
6%
High Efficiency
6%
Correlation Matrix
6%
Outlier
5%
Elimination
5%