Minimum Covariance Determinant

MCD,Minimum Covariance Determinant,Minimum Covariance Determinants

Minimum Covariance Determinant - MCD
Publications: 116| Citation Count: 1,742
Stemming Variations: Minimum Covariance Determinants
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    • The minimum covariance determinant (MCD) method is a robust estimator of multivariate location and scatter (Rousseeuw, 1984). The MCD is highly resistant to outliers, and it is often applied by itself and as a building block for other robust multivariate methods. Computing the exact MCD is very hard, so in practice one resorts to approximate algorithms...

    Mia Hubertet al. A deterministic algorithm for the MCD

    • The Minimum Covariance Determinant (MCD) scatter estimator is a highly robust estimator for the dispersion matrix of a multivariate, elliptically symmetric distribution...

    Christophe Crouxet al. Influence Function and Efficiency of the Minimum Covariance Determinan...

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