Optimization techniques for robust multivariate location and scatter estimation

DOI10.1007/S10878-015-9833-6MaRDI QIDQ281780zbMATH OpenOpenAlexFDO

Authors Chris Chatzinakos, Leonidas Pitsoulis, George Zioutas

Publication date 11 May 2016

Published in Journal of Combinatorial Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10878-015-9833-6

zbMATH Keywords

outlier detectionlarge scale data setsleast trimmingrobust covariance and location

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Combinatorial optimization (90C27)

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Cites work

• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• scientific article; zbMATH DE number 1917644 (Why is no real title available?)
• scientific article; zbMATH DE number 3027356 (Why is no real title available?)
• A comparison of algorithms for the multivariate \(L_1\)-median
• A fast algorithm for robust regression with penalised trimmed squares
• A one-step robust estimator for regression based on the weighted likelihood reweighting scheme
• Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
• Deleting outliers in robust regression with mixed integer programming
• Least Median of Squares Regression
• Outlier identification in high dimensions
• Quadratic mixed integer programming and support vectors for deleting outliers in robust regression
• The asymptotics of the least trimmed absolute deviations (LTAD) estimator
• The influence functions for the least trimmed squares and the least trimmed absolute deviations estimators
• The minimum weighted covariance determinant estimator

Cited in

(13)

• Leveraged least trimmed absolute deviations
• A robust deterministic affine-equivariant algorithm for multivariate location and scatter
• Robust estimation of location and scatter by pruning the minimum spanning tree
• Finding GM-estimators with global optimization techniques
• Robust estimation of the mean vector for high-dimensional data set using robust clustering
• Computational connections between robust multivariate analysis and clustering
• A generalized spatial sign covariance matrix
• Optimization techniques for multivariate least trimmed absolute deviation estimation
• Global non-smooth optimization in robust multivariate regression
• Outlier detection and robust covariance estimation using mathematical programming
• Efficiency of the pMST and RDELA location and scatter estimators
• D-optimal design methods for robust estimation of multivariate location and scatter
• A comparison of algorithms for the multivariate \(L_1\)-median

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