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

DOI10.1016/0167-9473(92)00071-XMaRDI QIDQ1361544zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

outliersmultivariatehigh breakdown estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 3678955 (Why is no real title available?)
• scientific article; zbMATH DE number 3684698 (Why is no real title available?)
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• scientific article; zbMATH DE number 3208674 (Why is no real title available?)
• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Least Median of Squares Regression
• On the relation between S-estimators and M-estimators of multivariate location and covariance
• Robust m-estimators of multivariate location and scatter
• Robustness and efficiency properties of scatter matrices

Cited in

(27)

• A comparison of robust alternatives to Hotelling's \(T^2\) control chart
• Multiple outlier detection in multivariate data using self-organizing maps
• A procedure for the detection of multivariate outliers.
• RelaxMCD: smooth optimisation for the minimum covariance determinant estimator
• Robust Hotelling's \(T^2\) control charts under non-normality: the case of \(t\)-Student distribution
• Fast algorithms for computing high breakdown covariance matrices with missing data
• Experiments with, and on, algorithms for maximum likelihood clustering
• Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
• Convergence of the feasible solution algorithm for least median of squares regression
• Reweighting approximate GM estimators: Asymptotics and residual-based graphics
• Robust tools for the imperfect world
• The minimum regularized covariance determinant estimator
• Robust estimation of multivariate location and shape
• Modified minimum covariance determinant estimator and its application to outlier detection of chemical process data
• A probabilistic method for detecting multivariate extreme outliers
• An easy way to increase the finite-sample efficiency of the resampled minimum volume ellipsoid estimator
• The minimum weighted covariance determinant estimator revisited
• Resistant estimation of multivariate location using minimum spanning trees
• Robust covariance estimates based on resampling
• The complexity of computing the MCD-estimator
• Multivariate outlier detection with high-breakdown estimators
• Effective algorithms for solving trace minimization problem in multivariate statistics
• Maximum trimmed likelihood estimator for multivariate mixed continuous and categorical data
• DetMCD in a calibration framework
• Outlier detection in non-elliptical data by kernel MRCD
• Improved feasible solution algorithms for high breakdown estimation.
• Applied regression analysis bibliography update 1994-97

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