1 citations · 1 across the 1 of their papers we have counts for
3 papers
math.ST2025
Bias robustness of depth estimators in multivariate settings
Jorge G. Adrover, Marcelo Ruiz
The concept of statistical depth extends the notions of the median and quantiles to other statistical models. These procedures aim to formalize the idea of identifying deeply embed…
stat.ME2022★ 1 cited
Robust graphical lasso based on multivariate Winsorization
Ginette Lafit, Francisco Nogales, Marcelo Ruiz +1
We propose the use of a robust covariance estimator based on multivariate Winsorization in the context of the Tarr-Muller-Weber framework for sparse estimation of the precision mat…
stat.ME2018
A Stepwise Approach for High-Dimensional Gaussian Graphical Models
Ginette Lafit, Francisco J. Nogales, Marcelo Ruiz +1
We present a stepwise approach to estimate high dimensional Gaussian graphical models. We exploit the relation between the partial correlation coefficients and the distribution of…