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

zbMATH Keywords

spectrumgenetic algorithmcovariancebreakdownminimum covariance determinantcross-spectrum matrixelectroencephalogram recordingminimum information loss determinant estimatetrimmed minimum information loss estimate

Mathematics Subject Classification ID

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

Special issue on robust analysis of complex data

Uses Software

• astsa

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