Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators

2019/04/30 by Elisa Cabana, Rosa E. Lillo, Henry Laniado · 2 citations
Computer Science · Engineering · Mathematics · #Advanced Statistical Methods and Models #Anomaly Detection Techniques and Applications #Synthetic Aperture Radar (SAR) Applications and Techniques

paper · doi:10.1007/s00362-019-01148-1

openalex created_date 2019/04/11 · openalex publication_date 2019/11/20 · openalex updated_date 2026/08/03

Citations

• Propagation of outliers in multivariate data
• A well-conditioned estimator for large-dimensional covariance matrices
• A Fast Algorithm for the Minimum Covariance Determinant Estimator

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