Complexity-penalized estimation of minimum volume sets for dependent data

DOI10.1016/j.jmva.2010.04.009zbMath1203.62105OpenAlexW2000976678MaRDI QIDQ990877

J. Martínez

Publication date: 1 September 2010

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.04.009

zbMATH Keywords

nonparametricmultivariate dataanomaly detectionstrong-mixing process

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Computational learning theory (68Q32) Inference from stochastic processes (62M99)

Related Items (2)

Sets that maximize probability and a related variational problem ⋮ Statistical learning based on Markovian data maximal deviation inequalities and learning rates

Cites Work

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