Optimization techniques for robust multivariate location and scatter estimation

DOI10.1007/S10878-015-9833-6zbMATH Open1338.90334OpenAlexW2090422158MaRDI QIDQ281780FDOQ281780

Authors: Chris Chatzinakos, Leonidas Pitsoulis, George Zioutas 

Publication date: 11 May 2016

Published in: Journal of Combinatorial Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10878-015-9833-6

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• scientific article; zbMATH DE number 5200063

zbMATH Keywords

outlier detectionlarge scale data setsleast trimmingrobust covariance and location

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Combinatorial optimization (90C27)

Cites Work

• Outlier identification in high dimensions
• A comparison of algorithms for the multivariate \(L_1\)-median
• Least Median of Squares Regression
• Title not available (Why is that?)
• Title not available (Why is that?)
• Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
• Quadratic mixed integer programming and support vectors for deleting outliers in robust regression
• The influence functions for the least trimmed squares and the least trimmed absolute deviations estimators
• The asymptotics of the least trimmed absolute deviations (LTAD) estimator
• A one-step robust estimator for regression based on the weighted likelihood reweighting scheme
• Deleting outliers in robust regression with mixed integer programming
• Title not available (Why is that?)
• A fast algorithm for robust regression with penalised trimmed squares
• The minimum weighted covariance determinant estimator

Cited In (13)

• Robust estimation of location and scatter by pruning the minimum spanning tree
• Robust estimation of the mean vector for high-dimensional data set using robust clustering
• A generalized spatial sign covariance matrix
• A comparison of algorithms for the multivariate \(L_1\)-median
• Leveraged least trimmed absolute deviations
• A robust deterministic affine-equivariant algorithm for multivariate location and scatter
• D-optimal design methods for robust estimation of multivariate location and scatter
• Global non-smooth optimization in robust multivariate regression
• Computational connections between robust multivariate analysis and clustering
• Optimization techniques for multivariate least trimmed absolute deviation estimation
• Finding GM-estimators with global optimization techniques
• Outlier detection and robust covariance estimation using mathematical programming
• Efficiency of the pMST and RDELA location and scatter estimators

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