Resistant estimation of multivariate location using minimum spanning trees

DOI10.1080/00949650108812080MaRDI QIDQ2746355zbMATH OpenOpenAlexFDO

Authors Mihoko V. Bennett, Thomas R. Willemain

Publication date 4 February 2002

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949650108812080

zbMATH Keywords

minimum spanning treesminimum volume ellipsoidmultivariate normaloutliersresistant estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Monte Carlo methods (65C05)

Recommendations

• Robust estimation of location and scatter by pruning the minimum spanning tree
• Robust estimation of multivariate location and shape
• The feasible solution algorithm for the minimum covariance determinant estimator in multivariate data
• Depth functions and mutidimensional medians on minimal spanning trees
• A resistant estimator of multivariate location and dispersion

Cites work

• A randomized linear-time algorithm to find minimum spanning trees
• Extremes for the minimal spanning tree on normally distributed points
• Fast Algorithms for Constructing Minimal Spanning Trees in Coordinate Spaces
• Fast Very Robust Methods for the Detection of Multiple Outliers
• Generalization of the Gap Test for the Detection of Multivariate Outliers
• Graph-theoretic measures of multivariate association and prediction
• Graph-Theoretical Methods for Detecting and Describing Gestalt Clusters
• scientific article; zbMATH DE number 964348 (Why is no real title available?)
• Identification of Outliers in Multivariate Data
• Multivariate generalizations of the Wald-Wolfowitz and Smirnov two-sample tests
• On constructing minimum spanning trees in \(R_ 1^ k\)
• On Rohlf's method for the detection of outliers in multivariate data
• On the shortest spanning subtree of a graph and the traveling salesman problem
• Robust m-estimators of multivariate location and scatter
• The longest edge of the random minimal spanning tree
• The random minimal spanning tree in high dimensions

Cited in

(5)

• Efficiency of the pMST and RDELA location and scatter estimators
• On finite-sample robustness of directional location estimators
• Robust location estimation under dependence
• Robust estimation of location and scatter by pruning the minimum spanning tree
• A resistant estimator of multivariate location and dispersion

This page was built for publication: Resistant estimation of multivariate location using minimum spanning trees

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2746355)