Robust estimation of location and scatter by pruning the minimum spanning tree

DOI10.1016/j.jmva.2013.05.004zbMath1280.62036MaRDI QIDQ391812

Thomas Kirschstein, Claudia Becker, Steffen Liebscher

Publication date: 13 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.05.004

zbMATH Keywords

outlier identification; minimum covariance determinant

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62G35: Nonparametric robustness

62F35: Robustness and adaptive procedures (parametric inference)

Related Items

RDELA -- a Delaunay-triangulation-based, location and covariance estimator with high breakdown point, Efficiency of the pMST and RDELA location and scatter estimators, On finite-sample robustness of directional location estimators

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