A fast algorithm for the minimum covariance determinant estimator
作者： Katrien Van Driessen , Peter J. Rousseeuw
DOI: 10.2307/1270566
关键词: Robust statistics 、 Order statistic 、 Mahalanobis distance 、 Outlier 、 Mathematical optimization 、 Mathematics 、 Estimator 、 Covariance matrix 、 Multivariate normal distribution 、 Algorithm 、 Covariance
摘要: … , we start by applying FAST-MCD to some small datasets taken from Rousseeuw and Leroy (1987). To be precise, these were all regression datasets, but we ran FASTMCD only on the …
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