메뉴 건너뛰기




Volumn 6, Issue 4, 2009, Pages 363-379

Outliers detection with the minimum covariance determinant estimator in practice

Author keywords

Minimum covariance determinant estimator; Outliers detection; Robust distance

Indexed keywords


EID: 67650915105     PISSN: 15723127     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.stamet.2008.12.005     Document Type: Article
Times cited : (59)

References (18)
  • 2
    • 0035418979 scopus 로고    scopus 로고
    • Multivariate outlier detection and robust covariance matrix estimation
    • (with discussion 300-310)
    • Peña D., and Prieto F. Multivariate outlier detection and robust covariance matrix estimation. Technometrics 43 3 (2001) 286-300 (with discussion 300-310)
    • (2001) Technometrics , vol.43 , Issue.3 , pp. 286-300
    • Peña, D.1    Prieto, F.2
  • 7
    • 0036849459 scopus 로고    scopus 로고
    • Robust estimation of location and dispersion for high-dimensional datasets
    • Maronna R.A., and Zamar R. Robust estimation of location and dispersion for high-dimensional datasets. Technometrics 44 (2002) 307-317
    • (2002) Technometrics , vol.44 , pp. 307-317
    • Maronna, R.A.1    Zamar, R.2
  • 8
    • 0002564033 scopus 로고
    • Grossmann W., Pflug G., Vincze I., and Wertz W. (Eds), Reidel, Dordrecht
    • Rousseeuw P.J. In: Grossmann W., Pflug G., Vincze I., and Wertz W. (Eds). Multivariate Estimation with High Breakdown Point. Mathematical Statistics and Applications vol. B (1985), Reidel, Dordrecht 283-297
    • (1985) Mathematical Statistics and Applications , vol.B , pp. 283-297
    • Rousseeuw, P.J.1
  • 9
    • 21344481802 scopus 로고
    • Asymptotics for the minimum covariance determinant estimator
    • Butler R.W., Davies P.L., and Jhun M. Asymptotics for the minimum covariance determinant estimator. The Annals of Statistics 21 (1993) 1385-1400
    • (1993) The Annals of Statistics , vol.21 , pp. 1385-1400
    • Butler, R.W.1    Davies, P.L.2    Jhun, M.3
  • 10
    • 67650828058 scopus 로고    scopus 로고
    • J. Agulló, J. Computación de estimadores con alto punto de ruptura, Ph.D. Thesis, University of Alicante, Spain, 1997
    • J. Agulló, J. Computación de estimadores con alto punto de ruptura, Ph.D. Thesis, University of Alicante, Spain, 1997
  • 11
    • 21844492457 scopus 로고
    • Computable robust estimation of multivariate location and shape in high dimension using compound estimators
    • Woodruff D.L., and Rocke D.M. Computable robust estimation of multivariate location and shape in high dimension using compound estimators. Journal of the American Statistical Association 89 (1994) 888-896
    • (1994) Journal of the American Statistical Association , vol.89 , pp. 888-896
    • Woodruff, D.L.1    Rocke, D.M.2
  • 12
    • 67650805354 scopus 로고    scopus 로고
    • The case sensitivity function approach to diagnostics and robust computation: A relaxation strategy
    • Antoch J. (Ed), Physica-Verlag, Heidelberg
    • Critchley F., Schyns M., Haesbroeck G., Kinns D., and Atkinson R.A. The case sensitivity function approach to diagnostics and robust computation: A relaxation strategy. In: Antoch J. (Ed). COMPSTAT 2004: Proceedings in Computational Statistics (2004), Physica-Verlag, Heidelberg 113-125
    • (2004) COMPSTAT 2004: Proceedings in Computational Statistics , pp. 113-125
    • Critchley, F.1    Schyns, M.2    Haesbroeck, G.3    Kinns, D.4    Atkinson, R.A.5
  • 13
    • 0032680362 scopus 로고    scopus 로고
    • A fast algorithm for the minimum covariance determinant estimator
    • Rousseeuw P.J., and Van Driessen K. 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
  • 14
    • 0036383073 scopus 로고    scopus 로고
    • Small sample corrections for LTS and MCD
    • Pison G., Van Aelst S., and Willems G. Small sample corrections for LTS and MCD. Metrika 55 (2002) 111-123
    • (2002) Metrika , vol.55 , pp. 111-123
    • Pison, G.1    Van Aelst, S.2    Willems, G.3
  • 16
    • 0001399709 scopus 로고    scopus 로고
    • Influence function and efficiency of the minimum covariance determinant sactter matrix estimator
    • Croux C., and Haesbroeck G. Influence function and efficiency of the minimum covariance determinant sactter matrix estimator. Journal of Multivariate Analysis 71 (1999) 161-190
    • (1999) Journal of Multivariate Analysis , vol.71 , pp. 161-190
    • Croux, C.1    Haesbroeck, G.2
  • 17
    • 0001352378 scopus 로고
    • Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
    • Lopuhaä H.P., and Rousseeuw P.J. Breakdown points of affine equivariant estimators of multivariate location and covariance matrices. The Annals of Statistics 19 (1991) 229-248
    • (1991) The Annals of Statistics , vol.19 , pp. 229-248
    • Lopuhaä, H.P.1    Rousseeuw, P.J.2
  • 18
    • 0007320439 scopus 로고
    • Robust distances: Simulations and cutoff values
    • W. Stahel, S. Weisberg Eds, New York
    • P.J. Rousseeuw, B.C. Van Zomeren, Robust distances: Simulations and cutoff values, in: W. Stahel, S. Weisberg (Eds.), Directions in Robust Statistics and Diagnostics, vol. 2, New York, 1991, pp. 195-203
    • (1991) Directions in Robust Statistics and Diagnostics , vol.2 , pp. 195-203
    • Rousseeuw, P.J.1    Van Zomeren, B.C.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.