Robust minimum information loss estimation
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DOI: 10.1016/j.csda.2012.06.011
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References listed on IDEAS
- Todorov, Valentin, 1992. "Computing the minimum covariance determinant estimator (MCD) by simulated annealing," Computational Statistics & Data Analysis, Elsevier, vol. 14(4), pages 515-525, November.
- Mitra, Amit & Kundu, Debasis & Agrawal, Gunjan, 2006. "Frequency estimation of undamped exponential signals using genetic algorithms," Computational Statistics & Data Analysis, Elsevier, vol. 51(3), pages 1965-1985, December.
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Keywords
Breakdown; Covariance; Cross-spectrum matrix; Electroencephalogram recording; Genetic algorithm; Minimum covariance determinant; Minimum information loss determinant estimate; Spectrum; Trimmed minimum information loss estimate;All these keywords.
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