Outlier detection and robust covariance estimation using mathematical programming (Q2442793): Difference between revisions
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English | Outlier detection and robust covariance estimation using mathematical programming |
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Outlier detection and robust covariance estimation using mathematical programming (English)
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1 April 2014
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covariance matrix estimation
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robust statistics
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outlier detection
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optimization
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semi-definite programming
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Newton-Raphson method
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