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

OutliersMinimum volume ellipsoidLinear modelHigh breakdown estimationLeast trimmed squaresMinimum covariance determinant

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1113908 (Why is no real title available?)
• scientific article; zbMATH DE number 1124621 (Why is no real title available?)
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• 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
• 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

(28)

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

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