Robust estimation of location and scatter by pruning the minimum spanning tree

DOI10.1016/j.jmva.2013.05.004zbMath1280.62036OpenAlexW2036566489MaRDI QIDQ391812

Thomas Kirschstein, Claudia Becker, Steffen Liebscher

Publication date: 13 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.05.004

zbMATH Keywords

outlier identificationminimum covariance determinant

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric robustness (62G35) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

Efficiency of the pMST and RDELA location and scatter estimators, On finite-sample robustness of directional location estimators, RDELA -- a Delaunay-triangulation-based, location and covariance estimator with high breakdown point

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