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Computing the minimum covariance determinant estimator (MCD) by simulated annealing

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  • Todorov, Valentin

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  • Todorov, Valentin, 1992. "Computing the minimum covariance determinant estimator (MCD) by simulated annealing," Computational Statistics & Data Analysis, Elsevier, vol. 14(4), pages 515-525, November.
    • Handle: RePEc:eee:csdana:v:14:y:1992:i:4:p:515-525
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    Cited by:

    1. Winker, Peter & Gilli, Manfred, 2004. "Applications of optimization heuristics to estimation and modelling problems," Computational Statistics & Data Analysis, Elsevier, vol. 47(2), pages 211-223, September.
    2. Lind, John C. & Wiens, Douglas P. & Yohai, Victor J., 2013. "Robust minimum information loss estimation," Computational Statistics & Data Analysis, Elsevier, vol. 65(C), pages 98-112.
    3. Schyns, M. & Haesbroeck, G. & Critchley, F., 2010. "RelaxMCD: Smooth optimisation for the Minimum Covariance Determinant estimator," Computational Statistics & Data Analysis, Elsevier, vol. 54(4), pages 843-857, April.
    4. Nunkesser, Robin & Morell, Oliver, 2010. "An evolutionary algorithm for robust regression," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3242-3248, December.
    5. Todorov, Valentin & Filzmoser, Peter, 2009. "An Object-Oriented Framework for Robust Multivariate Analysis," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 32(i03).

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