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A Fast Algorithm for the Minimum Covariance Determinant Estimator

Autor: Rousseeuw, Peter J., van Driessen, Katrien

Publikováno v: Technometrics, 1999 Aug 01. 41(3), 212-223.

Externí odkaz: https://www.jstor.org/stable/1270566

Recent Developments in PROGRESS

Autor: Rousseeuw, Peter J., Hubert, Mia

Publikováno v: Lecture Notes-Monograph Series, 1997 Jan 01. 31, 201-214.

Externí odkaz: https://www.jstor.org/stable/4355978

Robust Multivariate Regression

Autor: Rousseeuw, Peter J., Van Aelst, Stefan, Van Driessen, Katrien, Agulló, Jose

Publikováno v: Technometrics, 2004 Aug 01. 46(3), 293-305.

Externí odkaz: https://www.jstor.org/stable/25470844

The minimum regularized covariance determinant estimator

Autor: Kris Boudt, Peter J. Rousseeuw, Steven Vanduffel, Tim Verdonck

Publikováno v: Statistics and Computing, 30(1), 113-128. Springer Netherlands
Statistics and computing
Boudt, K, Rousseeuw, P J, Vanduffel, S & Verdonck, T 2020, ' The minimum regularized covariance determinant estimator ', Statistics and Computing, vol. 30, no. 1, pp. 113-128 . https://doi.org/10.1007/s11222-019-09869-x

© 2019, Springer Science+Business Media, LLC, part of Springer Nature. The minimum covariance determinant (MCD) approach estimates the location and scatter matrix using the subset of given size with lowest sample covariance determinant. Its main dra

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::eec60080fc0a78b72abbc514d242ba55
https://research.vu.nl/en/publications/5b338fea-dd6b-4527-b9a8-a3ac4183b6e1