Minimum Regularized Covariance Trace Estimator and Outlier Detection for Functional Data

IF 2.3 3区工程技术 Q1 STATISTICS & PROBABILITY

Technometrics Pub Date : 2024-05-07 DOI:10.1080/00401706.2024.2336542

Jeremy Oguamalam, Una Radojičić, Peter Filzmoser

引用次数: 0

Abstract

We propose the Minimum Regularized Covariance Trace (MRCT) estimator, a novel method for robust covariance estimation and functional outlier detection designed primarily for dense functional data. ...

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功能数据的最小正则化协方差轨迹估计器和离群点检测

我们提出了最小正则化协方差轨迹（MRCT）估计器，这是一种主要针对密集函数数据设计的鲁棒协方差估计和函数离群点检测新方法。...

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Technometrics 管理科学-统计学与概率论

CiteScore

4.50

自引率

16.00%

发文量

审稿时长

>12 weeks

期刊介绍： Technometrics is a Journal of Statistics for the Physical, Chemical, and Engineering Sciences, and is published Quarterly by the American Society for Quality and the American Statistical Association.Since its inception in 1959, the mission of Technometrics has been to contribute to the development and use of statistical methods in the physical, chemical, and engineering sciences.