Outlier detection and robust covariance estimation using mathematical programming
| Year of publication: |
2010
|
|---|---|
| Authors: | Nguyen, Tri-Dzung ; Welsch, Roy |
| Published in: |
Advances in Data Analysis and Classification. - Springer. - Vol. 4.2010, 4, p. 301-334
|
| Publisher: |
Springer |
| Subject: | Covariance matrix estimation | Robust statistics | Outlier detection | Optimization | Semi-definite programming | Newton–Raphson method | 62-07 (Statistics-Data analysis) | 90-08 (Operations Research-Computational methods) |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008775841