Minimum regularized covariance determinant and principal component analysis-based method for the identification of high leverage points in high dimensional sparse data
The main aim of this paper is to propose a novel method (RMD-MRCD-PCA) of identification of High Leverage Points (HLPs) in high-dimensional sparse data. It is to address the weakness of the Robust Mahalanobis Distance (RMD) method which is based on the Minimum Regularized Covariance Determinant (RMD...
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| 格式: | Article |
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Taylor and Francis
2022
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| 在线阅读: | http://psasir.upm.edu.my/id/eprint/102186/ https://www.tandfonline.com/doi/abs/10.1080/02664763.2022.2093842?journalCode=cjas20 |
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