Abstract
The usual Minimum Covariance Determinant (MCD) estimator of a covariance matrix is robust against casewise outliers. These are cases (that is, rows of the data matrix) that behave differently from the majority of cases, raising suspicion that they might belong to a different population. On the other hand, cellwise outliers...
Description
Keywords
Cellwise outliers , FOS: Computer and information sciences , Science & Technology , ROBUST ESTIMATION , OUTLIERS , Statistics & Probability , Covariance matrix , Likelihood , Machine Learning (stat.ML) , MULTIVARIATE LOCATION , stat.ML , Methodology (stat.ME) , SCATTER , stat.ME , Statistics - Machine Learning , Physical Sciences , Missing values , ALGORITHM , Mathematics , MATRICES , Statistics - Methodology