Outlier detection and robust covariance estimation using mathematical programming

Tri-Dzung Nguyen () and Roy Welsch

Advances in Data Analysis and Classification, 2010, vol. 4, issue 4, 334 pages

Keywords: 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) (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s11634-010-0070-7

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