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

Computational Statistics and Data Analysis

Volumn 17, Issue 2, 1994, Pages 197-210

  Hawkins, Douglas M ^a  

^a UNIVERSITY OF MINNESOTA   (United States)

Author keywords

High breakdown estimation; Multivariate; Outliers

Indexed keywords

EID: 0000559699     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-9473(92)00071-X     Document Type: Article

References (16)

1. Unmasking multivariate outliers and leverage points (with discussion)
2. Asymptotic Behaviour of $S$-Estimates of Multivariate Location Parameters and Dispersion Matrices
3. Algorithm AS 282: High Breakdown Regression and Multivariate Estimation
4. Robust Covariances
5. On the Relation between $S$-Estimators and $M$-Estimators of Multivariate Location and Covariance
6. Breakdown point and asymptotic properties of multivariate S-estimators and τ-estimators
7. Algorithms and programs for robust linear regression
8. Robust $M$-Estimators of Multivariate Location and Scatter
9. Least Median of Squares Regression
10. Unmasking Multivariate Outliers and Leverage Points
11. Some issues in the robust estimation of multivariate location and scatter
12. Robustness and efficiency properties of scatter matrices
13. Multivariate statistical outliers