The minimum weighted covariance determinant estimator for high-dimensional data

Jan Kalina, Jan Tichavský. The minimum weighted covariance determinant estimator for high-dimensional data. Adv. Data Analysis and Classification, 16(4):977-999, 2022. [doi]

@article{KalinaT22,
  title = {The minimum weighted covariance determinant estimator for high-dimensional data},
  author = {Jan Kalina and Jan Tichavský},
  year = {2022},
  doi = {10.1007/s11634-021-00471-6},
  url = {https://doi.org/10.1007/s11634-021-00471-6},
  researchr = {https://researchr.org/publication/KalinaT22},
  cites = {0},
  citedby = {0},
  journal = {Adv. Data Analysis and Classification},
  volume = {16},
  number = {4},
  pages = {977-999},
}