Robust minimum information loss estimation
DOI10.1016/j.csda.2012.06.011zbMath1471.62117OpenAlexW1973870869MaRDI QIDQ1800111
Douglas P. Wiens, John C. Lind, Víctor J. Yohai
Publication date: 19 October 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2012.06.011
spectrumgenetic algorithmcovariancebreakdownminimum covariance determinantcross-spectrum matrixelectroencephalogram recordingminimum information loss determinant estimatetrimmed minimum information loss estimate
Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Robust model-based sampling designs
- Frequency estimation of undamped exponential signals using genetic algorithms
- A minimal characterization of the covariance matrix
- Computing the minimum covariance determinant estimator (MCD) by simulated annealing
- Spline Interpolation and Smoothing on the Sphere
- Discrimination and Clustering for Multivariate Time Series
- Detecting Common Signals in Multiple Time Series Using the Spectral Envelope