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The minimum weighted covariance determinant estimator revisited

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985807%3A_____%2F22%3A00522579" target="_blank" >RIV/67985807:_____/22:00522579 - isvavai.cz</a>

  • Alternative codes found

    RIV/00216208:11320/22:10472362

  • Result on the web

    <a href="https://dx.doi.org/10.1080/03610918.2020.1725818" target="_blank" >https://dx.doi.org/10.1080/03610918.2020.1725818</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1080/03610918.2020.1725818" target="_blank" >10.1080/03610918.2020.1725818</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    The minimum weighted covariance determinant estimator revisited

  • Original language description

    This paper is devoted to robust estimation of parameters of multivariate data. It investigates the minimum weighted covariance determinant estimator, which is based on implicit weights assigned to individual observations and is highly resistant to the presence of outlying values (outliers). We propose alternative versions of the estimator, which can be computed by means of the same (approximate) algorithm. Based on numerical experiments, we recommend especially a version of the estimator based on minimizing the product of (only) several eigenvalues of the weighted covariance matrix of the data. This version is namely able to overcome the performance of several available estimators including MM-estimators on contaminated data. Another proposal with promising performance is a two-stage adaptive weighting scheme for the estimator.

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database

  • CEP classification

  • OECD FORD branch

    10103 - Statistics and probability

Result continuities

  • Project

    <a href="/en/project/GA18-01137S" target="_blank" >GA18-01137S: Random Processes of Regression Quantiles in the Financial Risk Analysis</a><br>

  • Continuities

    I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Others

  • Publication year

    2022

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    Communications in Statistics - Simulation and Computation

  • ISSN

    0361-0918

  • e-ISSN

    1532-4141

  • Volume of the periodical

    51

  • Issue of the periodical within the volume

    7

  • Country of publishing house

    US - UNITED STATES

  • Number of pages

    13

  • Pages from-to

    3888-3900

  • UT code for WoS article

    000513415700001

  • EID of the result in the Scopus database

    2-s2.0-85079382560