메뉴 건너뛰기




Volumn 326, Issue 1-3, 2004, Pages 383-398

The complexity of computing the MCD-estimator

Author keywords

Combinatorial geometry; Computational statistics; Efficient algorithms; NP completeness

Indexed keywords

ALGORITHMS; COMPUTATIONAL METHODS; MATRIX ALGEBRA; POLYNOMIALS; SET THEORY;

EID: 5144221771     PISSN: 03043975     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.tcs.2004.08.005     Document Type: Article
Times cited : (21)

References (11)
  • 1
    • 0035962037 scopus 로고    scopus 로고
    • The largest nonidentifiable outlier: A comparison of multivariate simultaneous outlier identification rules
    • C. Becker, U. Gather, The largest nonidentifiable outlier: a comparison of multivariate simultaneous outlier identification rules, Comput. Statist. Data Anal. 36 (2000) 119-217.
    • (2000) Comput. Statist. Data Anal. , vol.36 , pp. 119-217
    • Becker, C.1    Gather, U.2
  • 2
    • 21344481802 scopus 로고
    • Asymptotics for the minimum covariance determinant estimator
    • R.W. Buttler, P.L. Davies, M. Jhun, Asymptotics for the minimum covariance determinant estimator, Ann. Statist. 21 (1993) 1385-1400.
    • (1993) Ann. Statist. , vol.21 , pp. 1385-1400
    • Buttler, R.W.1    Davies, P.L.2    Jhun, M.3
  • 3
    • 0000789842 scopus 로고
    • Asymptotic behaviour of s-estimates of multivariate location parameters and dispersion matrices
    • P.L. Davies, Asymptotic behaviour of s-estimates of multivariate location parameters and dispersion matrices, Ann. Statist. 15 (1987) 1269-1292.
    • (1987) Ann. Statist. , vol.15 , pp. 1269-1292
    • Davies, P.L.1
  • 4
    • 0009407927 scopus 로고
    • A minimal characterization of the covariance matrix
    • R. Grübel, A minimal characterization of the covariance matrix, Metrika 35 (1988) 49-52.
    • (1988) Metrika , vol.35 , pp. 49-52
    • Grübel, R.1
  • 5
    • 0000559699 scopus 로고
    • A feasible solution algorithms for the minimum covariance determinant estimator in multivariate data
    • D.M. Hawkins, A feasible solution algorithms for the minimum covariance determinant estimator in multivariate data, Comput. Statist. Data Anal. 17 (1994) 197-210.
    • (1994) Comput. Statist. Data Anal. , vol.17 , pp. 197-210
    • Hawkins, D.M.1
  • 6
    • 0033096776 scopus 로고    scopus 로고
    • Improved feasible solution algorithms for high breakdown estimation
    • D.M. Hawkins, D.J. Olive, Improved feasible solution algorithms for high breakdown estimation, Comput. Statist. Data Anal. 30 (1999) 1-11.
    • (1999) Comput. Statist. Data Anal. , vol.30 , pp. 1-11
    • Hawkins, D.M.1    Olive, D.J.2
  • 8
    • 84950968334 scopus 로고
    • Least median of squares regression
    • P.J. Rousseeuw, Least median of squares regression, J. Amer. Statist. Assoc. 79 (1984) 871-880.
    • (1984) J. Amer. Statist. Assoc. , vol.79 , pp. 871-880
    • Rousseeuw, P.J.1
  • 9
    • 0032680362 scopus 로고    scopus 로고
    • A fast algorithm for the minimum covariance determinant estimator
    • P.J. Rousseeuw, K. Van Driessen, A fast algorithm for the minimum covariance determinant estimator, Technometrics 41 (1999) 212-223.
    • (1999) Technometrics , vol.41 , pp. 212-223
    • Rousseeuw, P.J.1    Van Driessen, K.2
  • 10
    • 21844492457 scopus 로고
    • Computable robust estimation of multivariate location and shape in high dimension using compound estimators
    • D. Woodruff, D. Rocke, Computable robust estimation of multivariate location and shape in high dimension using compound estimators, J. Amer. Statist. Assoc. 89 (1994) 888-896.
    • (1994) J. Amer. Statist. Assoc. , vol.89 , pp. 888-896
    • Woodruff, D.1    Rocke, D.2
  • 11
    • 0030344143 scopus 로고    scopus 로고
    • Identification of outliers in multivariate data
    • D. Woodruff, D. Rocke, Identification of outliers in multivariate data, J. Amer. Statist. Assoc. 91 (1996) 1047-1061.
    • (1996) J. Amer. Statist. Assoc. , vol.91 , pp. 1047-1061
    • Woodruff, D.1    Rocke, D.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.