Outlier detection of multivariate data via the maximization of the cumulant generating function

DOI10.1016/J.CAM.2024.116457MaRDI QIDQ7023832zbMATH OpenFDO

Authors Francesco Cesarone, Rosella Giacometti, Jacopo Maria Ricci

Publication date 21 February 2025

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CAM.2024.116457

zbMATH Keywords

concave programmingcumulant generating functionmultivariate skew-normal distributionoutlier detectionprincipal component analysisprojections

Mathematics Subject Classification ID

Basic linear algebra (15Axx) Multivariate analysis (62Hxx)

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