The minimum regularized covariance determinant estimator.

Kris Boudt Peter J. Rousseeuw Steven Vanduffel Tim Verdonck

Published in: Stat. Comput. (2020)

Keyphrases

least squares
maximum likelihood
objective function
pairwise
covariance matrix
importance sampling
variance estimator
real time
genetic algorithm
support vector
maximum a posteriori
estimation error
total least squares
multivariate gaussian distribution