Complexity-penalized estimation of minimum volume sets for dependent data

DOI10.1016/J.JMVA.2010.04.009zbMATH Open1203.62105OpenAlexW2000976678MaRDI QIDQ990877FDOQ990877

J. Martínez

Publication date: 1 September 2010

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.04.009

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zbMATH Keywords

nonparametricanomaly detectionmultivariate datastrong-mixing process

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Multivariate distribution of statistics (62H10) Inference from stochastic processes (62M99) Estimation in multivariate analysis (62H12) Computational learning theory (68Q32)

Cites Work

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Cited In (4)

• Statistical learning based on Markovian data maximal deviation inequalities and learning rates
• Sets that maximize probability and a related variational problem
• Fast algorithms for the minimum volume estimator
• Set Estimation, Computation of Volumes and Data Safety

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