A deterministic method for robust estimation of multivariate location and shape

Journal of Computational and Graphical Statistics

Volumn 6, Issue 3, 1997, Pages 300-313

  Poston, Wendy L ^a   Wegman, Edward J ^b   Priebe, Carey E ^c   Solka, Jeffrey L ^a  

^a NAVAL SURFACE WARFARE CENTER   (United States)

^b GEORGE MASON UNIVERSITY   (United States)

^c JOHNS HOPKINS UNIVERSITY   (United States)

Author keywords

Minimum covariance determinant; Minimum volume ellipsoid; Outliers; Robust estimators; Subset selection

Indexed keywords

EID: 8644246754     PISSN: 10618600     EISSN: 15372715     Source Type: Journal    
DOI: 10.1080/10618600.1997.10474744     Document Type: Article

References (14)

1. Atkinson, A.C. (1994), “Fast Very Robust Methods for the Detection of Multiple Outliers,” Journal of the American Statistical Association, 89, 1329-1339.
2. Cook, R.D., Hawkins, D.M., and Weisberg, S. (1993), “Exact Iterative Computation of the Robust Multivariate Minimum Volume Ellipsoid Estimator,” Statistics and Probability Letters, 16, 213-218.
3. Hawkins, D.M. (1993), “A Feasible Solution for the Minimum Volume Ellipsoid Estimator in Multivariate Data,” Computational Statistics, 8, 95-107.
4. Hawkins, D.M. (1994), “The Feasible Solution Algorithm for the Minimum Covariance Determinant Estimator,” Computational Statistics and Data Analysis, 17, 197-210.
5. Kammer, D.C. (1991), “Sensor Placement for On-Orbit Modal Identification and Correlation of Large Space Structures,” AlAA Journal of Guidance, Control and Dynamics, 14, 251-259.
6. Poston, W.L. (1995), “Optimal Subset Selection Methods,” unpublished Ph.D. dissertation, George Mason University, Dept, of Applied and Engineering Statistics.
7. Poston, W.L., and Priebe, C.E. (1994), “Finding the Minimum Volume Ellipsoid,” Computing Science and Statistics, 26, 351-355.
8. Poston, W.L., and Tolson, R.H. (1992), “Maximizing the Determinant of the Information Matrix With the Effective Independence Distribution Method,” AlAA Journal of Guidance, Control and Dynamics, 15, 1513-1514.
9. Rousseeuw, P.J. (1985), “Multivariate Estimation With High Breakdown Point,” in Mathematical Statistics and Applications, vol. B, eds. W. Grossmann, G. Pflug, I. Vincze, and W. Werz, Dordrecht: Reidel, p. 283-297.
10. Rousseeuw, P.J., and Leroy, A.M. (1987), Robust Regression and Outlier Detection, New York: John Wiley and Sons.
11. Rousseeuw, P.J., and van Zomeren, B. (1990), “Unmasking Multivariate Outliers and Leverage Points” (with discussion), Journal of the American Statistical Association, 85, 633-651.
12. Titterington, D.M. (1975), “Optimal Design: Some Geometrical Aspects of d-Optimality,” Biometrika, 62, 313-320.
13. Woodruff, D.L., and Rocke, D.M. (1993), “Heuristic Search Algorithms for the Minimum Volume Ellipsoid,” Journal of Computational and Graphical Statistics, 2, 69-95.
14. Woodruff, D.L., and Rocke, D.M. (1994), “Computable Robust Estimation of Multivariate Location and Shape in High Dimension Using Compound Estimators,” Journal of the American Statistical Association, 89, 888-896.