7 citations · 30 across the 11 of their papers we have counts for
4 papers · 1 filter
Robust covariance estimation and explainable outlier detection for matrix-valued data
Marcus Mayrhofer, Una Radojičić, Peter Filzmoser
This work introduces the Matrix Minimum Covariance Determinant (MMCD) method, a novel robust location and covariance estimation procedure designed for data that are naturally repre…
Minimum regularized covariance trace estimator and outlier detection for functional data
Jeremy Oguamalam, Una Radojičić, Peter Filzmoser
In this paper, we propose the Minimum Regularized Covariance Trace (MRCT) estimator, a novel method for robust covariance estimation and functional outlier detection. The MRCT esti…
Order Determination for Tensor-valued Observations Using Data Augmentation
Una Radojicic, Niko Lietzen, Klaus Nordhausen +1
Tensor-valued data benefits greatly from dimension reduction as the reduction in size is exponential in the number of modes. To achieve maximal reduction without loss in informatio…
Non-Gaussian component analysis: testing the dimension of the signal subspace
Una Radojicic, Klaus Nordhausen
Dimension reduction is a common strategy in multivariate data analysis which seeks a subspace which contains all interesting features needed for the subsequent analysis. Non-Gaussi…