The complexity of computing the MCD-estimator

DOI10.1016/J.TCS.2004.08.005MaRDI QIDQ703560zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Thorsten Bernholt, Paul Fischer

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-completenessComputational statisticsEfficient algorithmsCombinatorial geometry

Mathematics Subject Classification ID

Multivariate analysis (62H99) Complexity and performance of numerical algorithms (65Y20) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

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

Cited in

(13)

• Robust weighted Gaussian processes
• A hybrid method for density power divergence minimization with application to robust univariate location and scale estimation
• Robust online signal extraction from multivariate time series
• RelaxMCD: smooth optimisation for the minimum covariance determinant estimator
• A robust deterministic affine-equivariant algorithm for multivariate location and scatter
• A comparative study for robust canonical correlation methods
• Using robust dispersion estimation in support vector machines
• An evolutionary algorithm for robust regression
• scientific article; zbMATH DE number 1718514 (Why is no real title available?)
• The Gaussian rank correlation estimator: robustness properties
• Experiments with, and on, algorithms for maximum likelihood clustering
• Using combinatorial optimization in model-based trimmed clustering with cardinality constraints
• DetMCD in a calibration framework

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