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A fast algorithm for the minimum covariance determinant estimator

Author
ROUSSEEUW, P. J1 ; VAN DRIESSEN, K2
[1] Department of Mathematics and Computer Science, Universitaire Instelling Antwerpen, Universiteiteitsplein 1, 2610 Wilrijk, Belgium
[2] Faculty of Applied Economics, Universitaire Faculteiten, Sint Ignatius, Prinsstraat 13, 2000 Antwerp, Belgium
Source

Technometrics. 1999, Vol 41, Num 3, pp 212-223 ; ref : 27 ref

CODEN
TCMTA2
ISSN
0040-1706
Scientific domain
Control theory, operational research; Mathematics
Publisher
American Society for Quality Control, Milwaukee, WI / American Statistical Association, Alexandria, VI
Publication country
United States
Document type
Article
Language
English
Keyword (fr)
Algorithme Astronomie Disruption Localisation Loi n variables Observation aberrante Processus fabrication Régression Distance Mahalanobis FAST MCD algorithm MCD method
Keyword (en)
Algorithm Astronomy Disruption Localization Multivariate distribution Outlier Production process Regression Mahalanobis distance Fast minimum covariance determinant algorithm Minimum covariance determinant method
Keyword (es)
Algoritmo Astronomía Disrupción Localización Ley n variables Observación aberrante Proceso fabricación Regresión
Classification
Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02J Linear inference, regression

Discipline
Mathematics
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
1271254

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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