The usual Minimum Covariance Determinant (MCD) estimator of a covariance matrix is robust against casewise outliers. These are cases (that is, rows of the data matrix) that behave differently from the
This data package contains the slides, Matlab m files and a dataset for an ERP workshop I gave in Washington DC, Glasgow, Fribourg, Frankfurt & Berlin. The goal of the workshop is to use hands-on
We consider a measurement constrained supervised learning problem, that is, (i) full sample of the predictors are given; (ii) the response observations are unavailable and expensive to measure. Thus,
M -estimation (robust estimation) for the parameters in nonlinear mixed effects models using Fisher scoring method is investigated in the article, which shares some of the features of the existi
