Parallel computation of high dimensional robust correlation and covariance matrices
Currently, data mining applications use classical methods to calculate covariance and correlation matrices. These methods have the drawback that they can be adversely affected by data set outliers. Thus, robust methods for calculating covariance and correlation matrices are useful for these applic...
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| Format: | Others |
| Language: | English |
| Published: |
2009
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| Online Access: | http://hdl.handle.net/2429/15177 |