The complexity of computing the MCD-estimator

DOI10.1016/j.tcs.2004.08.005zbMath1054.62028OpenAlexW2025026317WikidataQ61635607 ScholiaQ61635607MaRDI QIDQ703560

Paul Fischer, Thorsten Bernholt

Publication date: 11 January 2005

Published in: Theoretical Computer Science (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/77258

zbMATH Keywords

NP-completenessEfficient algorithmsComputational statisticsCombinatorial geometry

Mathematics Subject Classification ID

Related Items (9)

A robust deterministic affine-equivariant algorithm for multivariate location and scatter ⋮ Using robust dispersion estimation in support vector machines ⋮ Experiments with, and on, algorithms for maximum likelihood clustering ⋮ Robust weighted Gaussian processes ⋮ Using combinatorial optimization in model-based trimmed clustering with cardinality constraints ⋮ RelaxMCD: smooth optimisation for the minimum covariance determinant estimator ⋮ Robust online signal extraction from multivariate time series ⋮ The Gaussian rank correlation estimator: robustness properties ⋮ A comparative study for robust canonical correlation methods

Cites Work

• A minimal characterization of the covariance matrix
• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Improved feasible solution algorithms for high breakdown estimation.
• Asymptotics for the minimum covariance determinant estimator
• The feasible solution algorithm for the minimum covariance determinant estimator in multivariate data
• Least Median of Squares Regression
• Matrix Analysis
• Computable Robust Estimation of Multivariate Location and Shape in High Dimension Using Compound Estimators
• Identification of Outliers in Multivariate Data
• The largest nonidentifiable outlier: a comparison of multivariate simultaneous outlier identification rules.

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