%0 Book Section %1 gschwandtner2013outlier %A Gschwandtner, Moritz %A Filzmoser, Peter %B Synergies of Soft Computing and Statistics for Intelligent Data Analysis %D 2013 %E Kruse, Rudolf %E Berthold, Michael R. %E Moewes, Christian %E Gil, María Ángeles %E Grzegorzewski, Przemysław %E Hryniewicz, Olgierd %I Springer Berlin Heidelberg %K multivariate outliers r robust statistics %P 237-244 %R 10.1007/978-3-642-33042-1_26 %T Outlier Detection in High Dimension Using Regularization %U http://dx.doi.org/10.1007/978-3-642-33042-1_26 %V 190 %X An outlier detection method for high dimensional data is presented in this paper. It makes use of a robust and regularized estimation of the covariance matrix which is achieved by maximization of a penalized version of the likelihood function for joint location and inverse scatter. A penalty parameter controls the amount of regularization. %@ 978-3-642-33041-4

@incollection{gschwandtner2013outlier, abstract = {An outlier detection method for high dimensional data is presented in this paper. It makes use of a robust and regularized estimation of the covariance matrix which is achieved by maximization of a penalized version of the likelihood function for joint location and inverse scatter. A penalty parameter controls the amount of regularization.}, added-at = {2013-03-03T17:57:02.000+0100}, author = {Gschwandtner, Moritz and Filzmoser, Peter}, biburl = {https://www.bibsonomy.org/bibtex/2bb80c1f3da813e2c4d1eb247b9aeebb5/vivion}, booktitle = {Synergies of Soft Computing and Statistics for Intelligent Data Analysis}, description = {Outlier Detection in High Dimension Using Regularization - Springer}, doi = {10.1007/978-3-642-33042-1_26}, editor = {Kruse, Rudolf and Berthold, Michael R. and Moewes, Christian and Gil, María Ángeles and Grzegorzewski, Przemysław and Hryniewicz, Olgierd}, interhash = {c1b70e624945b3060f9543319d3eaca1}, intrahash = {bb80c1f3da813e2c4d1eb247b9aeebb5}, isbn = {978-3-642-33041-4}, keywords = {multivariate outliers r robust statistics}, pages = {237-244}, publisher = {Springer Berlin Heidelberg}, series = {Advances in Intelligent Systems and Computing}, timestamp = {2013-03-03T17:57:03.000+0100}, title = {Outlier Detection in High Dimension Using Regularization}, url = {http://dx.doi.org/10.1007/978-3-642-33042-1_26}, volume = 190, year = 2013 }