RelaxMCD: Smooth optimisation for the Minimum Covariance Determinant estimator

Michaƫl Schyns, Gentiane Haesbroeck, Frank Critchley. RelaxMCD: Smooth optimisation for the Minimum Covariance Determinant estimator. Computational Statistics & Data Analysis, 54(4):843-857, 2010. [doi]

Abstract

Abstract is missing.