Robust Multivariate Methods for High Dimensional Data

Robust multivariate methods for high dimensional data including outlier detection (Filzmoser and Todorov (2013) ), robust sparse PCA (Croux et al. (2013) , Todorov and Filzmoser (2013) ), robust PLS (Todorov and Filzmoser (2014) ), and robust sparse classification (Ortner et al. (2020) ).