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

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  • Hawkins, Douglas M.

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  • Hawkins, Douglas M., 1994. "The feasible solution algorithm for the minimum covariance determinant estimator in multivariate data," Computational Statistics & Data Analysis, Elsevier, vol. 17(2), pages 197-210, February.
    • Handle: RePEc:eee:csdana:v:17:y:1994:i:2:p:197-210
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    Cited by:

    1. Croux, Christophe & Haesbroeck, Gentiane, 1997. "An easy way to increase the finite-sample efficiency of the resampled minimum volume ellipsoid estimator," Computational Statistics & Data Analysis, Elsevier, vol. 25(2), pages 125-141, July.
    2. Cheng, Tsung-Chi & Biswas, Atanu, 2008. "Maximum trimmed likelihood estimator for multivariate mixed continuous and categorical data," Computational Statistics & Data Analysis, Elsevier, vol. 52(4), pages 2042-2065, January.
    3. Schyns, M. & Haesbroeck, G. & Critchley, F., 2010. "RelaxMCD: Smooth optimisation for the Minimum Covariance Determinant estimator," Computational Statistics & Data Analysis, Elsevier, vol. 54(4), pages 843-857, April.
    4. Hawkins, Douglas M., 1995. "Convergence of the feasible solution algorithm for least median of squares regression," Computational Statistics & Data Analysis, Elsevier, vol. 19(5), pages 519-538, May.
    5. repec:jss:jstsof:32:i03 is not listed on IDEAS
    6. Todorov, Valentin & Filzmoser, Peter, 2009. "An Object-Oriented Framework for Robust Multivariate Analysis," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 32(i03).
    7. Hawkins, Douglas M. & Olive, David J., 1999. "Improved feasible solution algorithms for high breakdown estimation," Computational Statistics & Data Analysis, Elsevier, vol. 30(1), pages 1-11, March.
    8. J. L. Alfaro & J. Fco. Ortega, 2009. "A comparison of robust alternatives to Hotelling's T2 control chart," Journal of Applied Statistics, Taylor & Francis Journals, vol. 36(12), pages 1385-1396.
    9. Guoqing Wu & Chao Chen & Xuefeng Yan, 2011. "Modified minimum covariance determinant estimator and its application to outlier detection of chemical process data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(5), pages 1007-1020, January.
    10. Croux, Christophe & Haesbroeck, Gentiane, 1999. "Influence Function and Efficiency of the Minimum Covariance Determinant Scatter Matrix Estimator," Journal of Multivariate Analysis, Elsevier, vol. 71(2), pages 161-190, November.
    11. Woodruff, David L. & Reiners, Torsten, 2004. "Experiments with, and on, algorithms for maximum likelihood clustering," Computational Statistics & Data Analysis, Elsevier, vol. 47(2), pages 237-253, September.

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