A Fast Algorithm for the Minimum Covariance Determinant Estimator

Keywords

Mahalanobis distance, Covariance, Estimator, Algorithm, Computation

References

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• Unmasking Multivariate Outliers and Leverage PointsPeter J. Rousseeuw, Bert C. van Zomeren — 1990
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• Robust statistics in data analysis — A review: Basic conceptsM. Daszykowski, Krzysztof Kaczmarek, Yvan Vander Heyden — 2007
• Robust Estimation of Unbalanced Mixture Models on Samples with OutliersLea Ghataore, Indira Chakraborti, Simon Aylwin — 2015
• On scale-scale curves for multivariate data based on rank regionsPritha Guha — 2012
• Point cloud denoising using robust principal component analysisEsmeide Leal, Nallig Leal — 2006
• Algorithm for the Robust Estimation in Logistic RegressionBu-Yong Kim — 2007
• Large sample and robust properties of L^2 -medianTianfa Xie, LI Guo-ying — 2010
• Robust Estimation in Multivariate Control Charts for Individual ObservationsN José Alberto Vargas — 2003
• A Comparative Study of Outlier Detection Procedures in Multiple Linear RegressionPimpan Ampanthong, Prachoom Suwattee — 2009
• Recommended Practices for Editing and Imputation in Cross-Sectional Business Surveys.Luzi Orietta, Ton de Waal, Beat Hulliger — 2007
• Méthodes de traitement innovantes pour les systèmes de commandes de volFlorian Cazes — 2013
• Projection pursuit based measures of associationChristophe Croux, Peter Filzmoser — 2003
• Spectral Compression of Multispectral Images using Outlier Modeling and Subspace ClusteringFarnaz Agahian — 2013
• Understanding, Modeling and Detecting Brain Tumors : Graphical Models and Concurrent Segmentation/Registration methodsSarah Parisot, PARAGIOS, Nikos — 2013
• Robust discriminant analysisKristel Joossens — 2006
• The performance of mutual information for mixture of bivariate normal disatributions based on robust kernel estimation.Kourosh Dadkhah, Habshah Midi — 2010
• On some classification methods for high dimensional and functional dataOlusola Samuel Makinde — 2015
• Problèmes d'optimisation globale en statistique robusteSalvador Flores — 2011
• Robust principal component analysis for micro-doppler based automatic target recognitionCarmine Clemente, Ainsley Miller, John J. Soraghan — 2013
• Two statistical problems related to credit scoringTanja De la Rey — 2007

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