Influence Function and Efficiency of the Minimum Covariance Determinant Scatter Matrix Estimator

C. Croux, G. Haesbroeck

1999

6 references

1 repository

6 references

Code References

▶ scikit-learn/scikit-learn

1 file

▶ sklearn/covariance/_robust_covariance.py

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.. [Croux1999] Croux, C., Haesbroeck, G. "Influence Function and

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Correction using the asymptotic correction factor derived by [Croux1999]_.

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.. [Croux1999] Influence Function and Efficiency of the Minimum

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distribution, following [Croux1999]_.

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.. [Croux1999] Influence Function and Efficiency of the Minimum

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# Parameter alpha as in [Croux1999] Eq. 4.2

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