2 papers
stat.ME2026
Online robust covariance matrix estimation and outlier detection
Paul Guillot, Antoine Godichon-Baggioni, Stéphane Robin +1
Robust estimation of the covariance matrix and detection of outliers remain major challenges in statistical data analysis, particularly when the proportion of contaminated observat…
math.ST2025
Online and Offline Robust Multivariate Linear Regression
Antoine Godichon-Baggioni, Stephane S. Robin, Laure Sansonnet
We consider the robust estimation of the parameters of multivariate Gaussian linear regression models. To this aim we consider robust version of the usual (Mahalanobis) least-squar…