The cellwise minimum covariance determinant estimator

J Raymaekers, PJ Rousseeuw - Journal of the American Statistical …, 2024 - Taylor & Francis
Abstract The usual Minimum Covariance Determinant (MCD) estimator of a covariance
matrix is robust against casewise outliers. These are cases (that is, rows of the data matrix) …

Robust covariance estimation with missing values and cell-wise contamination

G Pacreau, K Lounici - Advances in Neural Information …, 2024 - proceedings.neurips.cc
Large datasets are often affected by cell-wise outliers in the form of missing or erroneous
data. However, discarding any samples containing outliers may result in a dataset that is too …

The relationship between educational level and the role of parents with learning achievement in mathematics

DC Mardiati, B Alorgbey, AB Zarogi - Interval: Indonesian Journal of …, 2024 - cahaya-ic.com
Purpose of the study: This research aims to determine the relationship between parental
education level and student learning achievement and between the role of parents and …

[HTML][HTML] Challenges of cellwise outliers

J Raymaekers, PJ Rousseeuw - Econometrics and Statistics, 2024 - Elsevier
It is well-known that real data often contain outliers. The term outlier usually refers to a case,
usually denoted by a row of the n× d data matrix. In recent times a different type has come …

Multivariate Singular Spectrum Analysis by Robust Diagonalwise Low-Rank Approximation

F Centofanti, M Hubert, B Palumbo… - … of Computational and …, 2024 - Taylor & Francis
Abstract Multivariate Singular Spectrum Analysis (MSSA) is a powerful and widely used
nonparametric method for multivariate time series, which allows the analysis of complex …

[PDF][PDF] Identification of rainfall patterns on hydrological simulation using robust principal component analysis

SM Shaharudin, N Ahmad, NH Zainuddin… - Indonesian Journal of …, 2018 - eprints.utm.my
A robust dimension reduction method in Principal Component Analysis (PCA) was used to
rectify the issue of unbalanced clusters in rainfall patterns due to the skewed nature of …

Factors determining intention to continue using E-HRM

T Noerman, A Erlando, FD Riyanto - The Journal of Asian Finance …, 2021 - koreascience.kr
The development of information technology has promoted organizational transformation
through the utilization of an electronic information system. This research aimed to identify …

An introduction to new robust linear and monotonic correlation coefficients

M Tabatabai, S Bailey, Z Bursac, H Tabatabai… - BMC …, 2021 - Springer
Background The most common measure of association between two continuous variables is
the Pearson correlation (Maronna et al. in Safari an OMC. Robust statistics, 2019 …

Real-time outlier detection for large datasets by RT-DetMCD

B De Ketelaere, M Hubert, J Raymaekers… - Chemometrics and …, 2020 - Elsevier
Modern industrial machines can generate gigabytes of data in seconds, frequently pushing
the boundaries of available computing power. Together with the time criticality of industrial …

[HTML][HTML] Portfolio optimization using cellwise robust association measures and clustering methods with application to highly volatile markets

EJ Menvouta, S Serneels, T Verdonck - The Journal of Finance and Data …, 2023 - Elsevier
This paper introduces the minCluster portfolio, which is a portfolio optimization method
combining the optimization of downside risk measures, hierarchical clustering and cellwise …