RelaxMCD: Smooth optimisation for the Minimum Covariance Determinant estimator

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

Authors

Michaël Schyns

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Gentiane Haesbroeck

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Frank Critchley

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