RelaxMCD: Smooth optimisation for the Minimum Covariance Determinant estimator

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2009.11.005 ◽

2010 ◽

Vol 54 (4) ◽

pp. 843-857 ◽

Author(s):

M. Schyns ◽

G. Haesbroeck ◽

F. Critchley

Keyword(s):

Minimum Covariance Determinant ◽

Minimum Covariance Determinant Estimator

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Robust Kalman filter and smoother for errors-in-variables state space models with observation outliers based on the minimum-covariance determinant estimator

Asian Journal of Control ◽

10.1002/asjc.352 ◽

2011 ◽

Vol 13 (4) ◽

pp. 513-521 ◽

Author(s):

Jaafar Almutawa

Keyword(s):

Kalman Filter ◽

State Space ◽

State Space Models ◽

Errors In Variables ◽

Minimum Covariance Determinant ◽

Robust Kalman Filter ◽

Minimum Covariance Determinant Estimator

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Robust multiband detection of thermal anomalies using the Minimum Covariance Determinant estimator

2009 IEEE International Geoscience and Remote Sensing Symposium ◽

10.1109/igarss.2009.5417371 ◽

2009 ◽

Author(s):

T. Beltramonte ◽

C. Clemente ◽

M. di Bisceglie ◽

C. Galdi

Keyword(s):

Minimum Covariance Determinant ◽

Thermal Anomalies ◽

Minimum Covariance Determinant Estimator

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Computing the minimum covariance determinant estimator (MCD) by simulated annealing

Computational Statistics & Data Analysis ◽

10.1016/0167-9473(92)90067-p ◽

1992 ◽

Vol 14 (4) ◽

pp. 515-525 ◽

Author(s):

Valentin Todorov

Keyword(s):

Simulated Annealing ◽

Minimum Covariance Determinant ◽

Minimum Covariance Determinant Estimator

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Modified minimum covariance determinant estimator and its application to outlier detection of chemical process data

Journal of Applied Statistics ◽

10.1080/02664761003692456 ◽

2011 ◽

Vol 38 (5) ◽

pp. 1007-1020 ◽

Author(s):

Guoqing Wu ◽

Chao Chen ◽

Xuefeng Yan

Keyword(s):

Outlier Detection ◽

Chemical Process ◽

Process Data ◽

Minimum Covariance Determinant ◽

Minimum Covariance Determinant Estimator

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Asymptotics for the Minimum Covariance Determinant Estimator

The Annals of Statistics ◽

10.1214/aos/1176349264 ◽

1993 ◽

Vol 21 (3) ◽

pp. 1385-1400 ◽

Author(s):

R. W. Butler ◽

P. L. Davies ◽

M. Jhun

Keyword(s):

Minimum Covariance Determinant ◽

Minimum Covariance Determinant Estimator

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Robust multiple-set linear canonical analysis based on minimum covariance determinant estimator

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2021.1880593 ◽

2021 ◽

pp. 1-18

Author(s):

Ulrich Djemby Bivigou ◽

Guy Martial Nkiet

Keyword(s):

Canonical Analysis ◽

Minimum Covariance Determinant ◽

Minimum Covariance Determinant Estimator

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The feasible solution algorithm for the minimum covariance determinant estimator in multivariate data

Computational Statistics & Data Analysis ◽

10.1016/0167-9473(92)00071-x ◽

1994 ◽

Vol 17 (2) ◽

pp. 197-210 ◽

Author(s):

Douglas M. Hawkins

Keyword(s):

Feasible Solution ◽

Multivariate Data ◽

Solution Algorithm ◽

Minimum Covariance Determinant ◽

Minimum Covariance Determinant Estimator

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Outlier detection in the multiple cluster setting using the minimum covariance determinant estimator

Computational Statistics & Data Analysis ◽

10.1016/s0167-9473(02)00280-3 ◽

2004 ◽

Vol 44 (4) ◽

pp. 625-638 ◽

Author(s):

Johanna Hardin ◽

David M Rocke

Keyword(s):

Outlier Detection ◽

Minimum Covariance Determinant ◽

Minimum Covariance Determinant Estimator ◽

Multiple Cluster

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Small - sample correction factor of the minimum covariance determinant estimator

Communications in Statistics - Simulation and Computation ◽

10.1080/03610910008813664 ◽

2000 ◽

Vol 29 (4) ◽

pp. 1273-1283 ◽

Author(s):

Eduardo Castaño-Tostado

Keyword(s):

Correction Factor ◽

Small Sample ◽

Minimum Covariance Determinant ◽

Minimum Covariance Determinant Estimator ◽

Small Sample Correction

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Outliers detection with the minimum covariance determinant estimator in practice

Statistical Methodology ◽

10.1016/j.stamet.2008.12.005 ◽

2009 ◽

Vol 6 (4) ◽

pp. 363-379 ◽

Author(s):

C. Fauconnier ◽

G. Haesbroeck

Keyword(s):

Minimum Covariance Determinant ◽

Outliers Detection ◽

Minimum Covariance Determinant Estimator

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