Improved feasible solution algorithms for high breakdown estimation.

DOI10.1016/S0167-9473(98)00082-6MaRDI QIDQ1285475zbMATH OpenOpenAlexWikidataFDO

Authors Douglas M. Hawkins, David J. Olive

Publication date 28 April 1999

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-9473(98)00082-6

zbMATH Keywords

High breakdown estimationLeast trimmed squaresLinear modelMinimum covariance determinantMinimum volume ellipsoidOutliers

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Estimation in multivariate analysis (62H12)

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Cites work

• A minimal characterization of the covariance matrix
• An easy way to increase the finite-sample efficiency of the resampled minimum volume ellipsoid estimator
• Computable Robust Estimation of Multivariate Location and Shape in High Dimension Using Compound Estimators
• Hedonic housing prices and the demand for clean air
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• Identification of Outliers in Multivariate Data
• Optimal design: Some geometrical aspects of D-optimality
• The feasible set algorithm for least median of squares regression
• The feasible solution algorithm for least trimmed squares regression
• The feasible solution algorithm for the minimum covariance determinant estimator in multivariate data

Cited in

(31)

• The importance of the scales in heterogeneous robust clustering
• The feasible solution algorithm for the minimum covariance determinant estimator in multivariate data
• On the computation and efficiency of a HBP-GM estimator some simulation results
• An exact polynomial time algorithm for computing the least trimmed squares estimate
• On high breakdown point estimation
• A robust deterministic affine-equivariant algorithm for multivariate location and scatter
• Structural equation modeling with heavy tailed distributions
• Fast algorithms for the minimum volume estimator
• Outlier detection and least trimmed squares approximation using semi-definite programming
• An evolutionary algorithm for robust regression
• Outliers detection in multivariate spatial linear models
• Quality of fit measurement in regression quantiles: an elemental set method approach
• Computational connections between robust multivariate analysis and clustering
• Diagnostics for non-linear regression
• scientific article; zbMATH DE number 3986407 (Why is no real title available?)
• Computing of high breakdown regression estimators without sorting on graphics processing units
• Inconsistency of Resampling Algorithms for High-Breakdown Regression Estimators and a New Algorithm
• Performance of linear discriminant analysis using different robust methods
• Outlier detection under multicollinearity
• A comparison of robust alternatives to Hotelling's \(T^2\) control chart
• Fast algorithms for computing high breakdown covariance matrices with missing data
• The least trimmed squares. III: Asymptotic normality.
• New algorithms for computing the least trimmed squares regression estimator
• Least sum of squares of trimmed residuals regression
• A fast algorithm for robust regression with penalised trimmed squares
• Convergence of the feasible solution algorithm for least median of squares regression
• The complexity of computing the MCD-estimator
• Outlier detection in the multiple cluster setting using the minimum covariance determinant estimator
• A resistant estimator of multivariate location and dispersion
• Finding approximate solutions to combinatorial problems with very large data sets using BIRCH
• RelaxMCD: smooth optimisation for the minimum covariance determinant estimator

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