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The Cellwise Minimum Covariance Determinant Estimator
Jakob Raymaekers, Peter J. Rousseeuw
QE Econometrics
GSBE other - not theme-related research
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Working paper / Preprint
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Preprint
93
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Dive into the research topics of 'The Cellwise Minimum Covariance Determinant Estimator'. Together they form a unique fingerprint.
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Keyphrases
Cellwise Outliers
100%
Minimum Covariance Determinant Estimator
100%
Data Matrix
66%
Individual Cells
33%
Sparsity
33%
Sampling Efficiency
33%
Covariance Matrix
33%
Finite Sample
33%
Clean Data
33%
Fast Algorithm
33%
Determinant Method
33%
Main Building
33%
Minimum Covariance Determinant
33%
Concentration Step
33%
Observed Likelihood
33%
Breakdown Properties
33%
Mathematics
Covariance
100%
Matrix (Mathematics)
66%
Real Data
33%
Covariance Matrix
33%
Fast Algorithm
33%
Method Performs
33%
Building Block
33%
Individual Cell
33%
Sample Efficiency
33%
Robust Version
33%
INIS
data
100%
matrices
75%
algorithms
25%
information
25%
simulation
25%
penalties
25%
efficiency
25%
populations
25%
concentration
25%
breakdown
25%