Robust Matrix-Variate Parameter Estimation
Probability of obtaining at least one clean h-subset in the mmcd fun...
C-step of Matrix Minimum Covariance Determinant (MMCD) Estimator
Outlier explanation based on Shapley values for matrix-variate data
The Matrix Minimum Covariance Determinant (MMCD) Estimator
Matrix Mahalanobis distance
Maximum Likelihood Estimation for Matrix Normal Distribtuion
Number of subsets that are required to obtain at least one clean h-sub...
Simulate from a Matrix Normal Distribution
Robust covariance estimation for matrix-valued data and data with Kronecker-covariance structure using the Matrix Minimum Covariance Determinant (MMCD) estimators and outlier explanation using and Shapley values.