A robust method for cluster analysis

dc.creatorGallegos, Maria Teresa
dc.creatorRitter, Gunter
dc.date2005-04-25
dc.date.accessioned2026-07-07T08:06:51Z
dc.date.available2026-07-07T08:06:51Z
dc.descriptionLet there be given a contaminated list of n R^d-valued observations coming from g different, normally distributed populations with a common covariance matrix. We compute the ML-estimator with respect to a certain statistical model with n-r outliers for the parameters of the g populations; it detects outliers and simultaneously partitions their complement into g clusters. It turns out that the estimator unites both the minimum-covariance-determinant rejection method and the well-known pooled determinant criterion of cluster analysis. We also propose an efficient algorithm for approximating this estimator and study its breakdown points for mean values and pooled SSP matrix.
dc.descriptionPublished at http://dx.doi.org/10.1214/009053604000000940 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/math/0504513
dc.identifierhttp://arxiv.org/abs/math/0504513
dc.identifierAnnals of Statistics 2005, Vol. 33, No. 1, 347-380
dc.identifierdoi:10.1214/009053604000000940
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/130750
dc.subjectStatistics Theory
dc.subject62H30 (Primary) 62F35. (Secondary)
dc.titleA robust method for cluster analysis
dc.typetext

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