Kernel ellipsoidal trimming

DOI10.1016/J.CSDA.2007.03.020MaRDI QIDQ1020817zbMATH OpenOpenAlexFDO

Authors J. Martínez

Publication date 2 June 2009

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

Full work available at URL https://eprints.soton.ac.uk/263345/1/Report_kernel_ellipsoidal_trimming.pdf

zbMATH Keywords

outlier detectionkernel methodsRademacher complexitynovelty detectionminimum volume covering ellipsoid

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Recommendations

• Computation of Minimum-Volume Covering Ellipsoids
• A computable plug-in estimator of minimum volume sets for novelty detection
• Kernel density outlier detector
• Outlier detection in non-elliptical data by kernel MRCD
• On the algorithm of Petunin confidence ellipsoid construction

Cites work

• scientific article; zbMATH DE number 3684698 (Why is no real title available?)
• scientific article; zbMATH DE number 45848 (Why is no real title available?)
• scientific article; zbMATH DE number 1332320 (Why is no real title available?)
• scientific article; zbMATH DE number 621792 (Why is no real title available?)
• scientific article; zbMATH DE number 1966603 (Why is no real title available?)
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• 10.1162/153244303321897690
• Asymptotics for and against cross-validation
• Estimation of Correlation Coefficients by Ellipsoidal Trimming
• Outlier detection in the multiple cluster setting using the minimum covariance determinant estimator
• Statistical Analysis of Financial Data in S-Plus
• Testing for outliers from a mixture distribution when some data are missing
• The Equivalence of Two Extremum Problems

Cited in

(3)

• Outlier detection in non-elliptical data by kernel MRCD
• Editorial: Machine learning and robust data mining
• On the algorithm of Petunin confidence ellipsoid construction

Describes a project that uses

Uses Software

• MASS (R)
• R

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