Computing the minimum covariance determinant estimator (MCD) by simulated annealing

DOI10.1016/0167-9473(92)90067-PzbMath0937.62519OpenAlexW2046608260WikidataQ127679133 ScholiaQ127679133MaRDI QIDQ2563626

Valentin Todorov

Publication date: 24 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)90067-p

zbMATH Keywords

combinatorial optimizationsimulated annealingMCDhigh breakdown point estimators

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Robust two-group discrimination by bounded influence regression. A Monte Carlo simulation, Metaheuristics: A bibliography, An evolutionary algorithm for robust regression, Applications of optimization heuristics to estimation and modelling problems, RelaxMCD: smooth optimisation for the minimum covariance determinant estimator, Robust tools for the imperfect world, Robust minimum information loss estimation

Cites Work

• Unnamed Item
• Optimization by Simulated Annealing
• Simulated annealing: An introduction