The feasible solution algorithm for the minimum covariance determinant estimator in multivariate data

DOI10.1016/0167-9473(92)00071-XzbMATH Open0937.62595OpenAlexW2012234124MaRDI QIDQ1361544FDOQ1361544

Authors: Douglas M. Hawkins 

Publication date: 25 August 1997

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

Full work available at URL: https://doi.org/10.1016/0167-9473(92)00071-x

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zbMATH Keywords

outliersmultivariatehigh breakdown estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Cites Work

• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Robust m-estimators of multivariate location and scatter
• Least Median of Squares Regression
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• On the relation between S-estimators and M-estimators of multivariate location and covariance
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• Title not available (Why is that?)
• Robustness and efficiency properties of scatter matrices
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Cited In (21)

• Robust covariance estimates based on resampling
• Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
• Fast algorithms for computing high breakdown covariance matrices with missing data
• The complexity of computing the MCD-estimator
• Modified minimum covariance determinant estimator and its application to outlier detection of chemical process data
• Robust Hotelling's T²control charts under non-normality: the case oft-Student distribution
• A comparison of robust alternatives to Hotelling’sT²control chart
• An easy way to increase the finite-sample efficiency of the resampled minimum volume ellipsoid estimator
• Improved feasible solution algorithms for high breakdown estimation.
• RelaxMCD: smooth optimisation for the minimum covariance determinant estimator
• Effective algorithms for solving trace minimization problem in multivariate statistics
• Resistant estimation of multivariate location using minimum spanning trees
• Robust tools for the imperfect world
• A procedure for the detection of multivariate outliers.
• Robust estimation of multivariate location and shape
• Maximum trimmed likelihood estimator for multivariate mixed continuous and categorical data
• Applied regression analysis bibliography update 1994-97
• Reweighting approximate GM estimators: Asymptotics and residual-based graphics
• Experiments with, and on, algorithms for maximum likelihood clustering
• Multiple outlier detection in multivariate data using self-organizing maps
• Convergence of the feasible solution algorithm for least median of squares regression

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