Improved feasible solution algorithms for high breakdown estimation.

DOI10.1016/S0167-9473(98)00082-6zbMath1042.62529MaRDI QIDQ1285475

David J. Olive, Douglas M. Hawkins

Publication date: 28 April 1999

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

zbMATH Keywords

Outliers; Minimum volume ellipsoid; Least trimmed squares; Linear model; High breakdown estimation; Minimum covariance determinant

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62F10: Point estimation

62F35: Robustness and adaptive procedures (parametric inference)

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