Kris Boudt, Peter J. Rousseeuw, Steven Vanduffel, Tim Verdonck. The minimum regularized covariance determinant estimator. Statistics and Computing, 30(1):113-128, 2020. [doi]
@article{BoudtRVV20,
title = {The minimum regularized covariance determinant estimator},
author = {Kris Boudt and Peter J. Rousseeuw and Steven Vanduffel and Tim Verdonck},
year = {2020},
doi = {10.1007/s11222-019-09869-x},
url = {https://doi.org/10.1007/s11222-019-09869-x},
researchr = {https://researchr.org/publication/BoudtRVV20},
cites = {0},
citedby = {0},
journal = {Statistics and Computing},
volume = {30},
number = {1},
pages = {113-128},
}