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) |
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