Separating a mixture of two normals with proportional covariances
type: Item
instance of: scholarly article
title: Separating a mixture of two normals with proportional covariances
zbMATH Open document ID: 1433.62166
author: Salem S. Reyen
author: John J. Miller
author: Edward J. Wegman
published in: Metrika
publication date: 2015-10-14T00:00:00Z
Mathematics Subject Classification ID: 62H30
zbMATH DE Number: 6493973
zbMATH Keywords: clustering analysis
zbMATH Keywords: linear classification
zbMATH Keywords: multivariate outlier detection
zbMATH Keywords: normal mixture
zbMATH Keywords: proportional covariance matrices
describes a project that uses: ROBPCA
describes a project that uses: mvBACON
MaRDI profile type: Publication
full work available at URL: s00184-008-0193-4
OpenAlex ID: W2161302578
cites work: Classification into two Multivariate Normal Distributions with Different Covariance Matrices
cites work: The largest nonidentifiable outlier: a comparison of multivariate simultaneous outlier identification rules.
cites work: BACON: blocked adaptive computationally efficient outlier nominators.
cites work: A monitoring display of multivariate outliers
cites work: Penalized Maximum Likelihood Estimator for Normal Mixtures
cites work: Estimation in Mixtures of Two Normal Distributions
cites work: Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
cites work: A note on finite-sample efficiencies of estimators for the minimum volume ellipsoid
cites work: Model-Based Clustering, Discriminant Analysis, and Density Estimation
cites work: Measuring the relative effectiveness of moment estimators as starting values in maximizing likelihoods
cites work: A robust and efficient adaptive reweighted estimator of multivariate location and scatter.
cites work: Q4298915
cites work: Outlier detection in the multiple cluster setting using the minimum covariance determinant estimator
cites work: Q3880088
cites work: Inconsistency of Resampling Algorithms for High-Breakdown Regression Estimators and a New Algorithm
cites work: Q3734843
cites work: A procedure for the detection of multivariate outliers.
cites work: Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo
cites work: Sphering and its properties
cites work: On the relation between S-estimators and M-estimators of multivariate location and covariance
cites work: Asymptotics of reweighted estimators of multivariate location and scatter
cites work: Mixture Models, Robustness, and the Weighted Likelihood Methodology
cites work: The Behavior of the Stahel-Donoho Robust Multivariate Estimator
cites work: Robust Elementwise Estimation of a Dispersion Matrix
cites work: A resistant estimator of multivariate location and dispersion
cites work: The kurtosis coefficient and the linear discriminant function
cites work: Cluster Identification Using Projections
cites work: Q3021886
cites work: The moment of inertia and the linear discriminant function
cites work: Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
cites work: Computable Robust Estimation of Multivariate Location and Shape in High Dimension Using Compound Estimators
cites work: Identification of Outliers in Multivariate Data
cites work: Robust estimation of multivariate location and shape
cites work: Generalization of the Gap Test for the Detection of Multivariate Outliers
cites work: Q4331783
DOI: 10.1007/S00184-008-0193-4
description: scientific article; zbMATH DE number 6493973