A fast algorithm for the minimum covariance determinant estimator

Rousseeuw, Peter J., Van Driessen, Katrien . Technometrics 1999. 41 :212-223

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Bibtex

@article{CIS-161142,
  Author = {Rousseeuw, Peter J. and Van Driessen, Katrien},
  Title = {A fast algorithm for the minimum covariance determinant estimator},
  Journal = {Technometrics},
  Volume = {41},
  Year = {1999},
  Pages = {212--223},
  Keywords = {Regression, Outlier detection, Robust estimation, Breakdown point, multivariate location and scatter}
}

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