Peter Rousseeuw

KU Leuven - Department of Mathematics

Celestijnenlaan 200 B

Leuven, B-3001

Belgium

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Scholarly Papers (1)

1.

The Minimum Regularized Covariance Determinant Estimator

Number of pages: 27 Posted: 03 Feb 2017 Last Revised: 01 Dec 2018
Kris Boudt, Peter Rousseeuw, Steven Vanduffel and Tim Verdonck
Ghent University, KU Leuven - Department of Mathematics, Vrije Universiteit Brussel (VUB) and KU Leuven
Downloads 141 (351,518)
Citation 10

Abstract:

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Breakdown value, High-dimensional data, Regularization, Robust covariance estimation