Scalable robust covariance and correlation estimates for data mining

Fatemah A. Alqallaf, Kjell P. Konis, R. Douglas Martin, Ruben H. Zamar. Scalable robust covariance and correlation estimates for data mining. In Proceedings of the Eighth ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, July 23-26, 2002, Edmonton, Alberta, Canada. pages 14-23, ACM, 2002. [doi]

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