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Outlier Detection via Parsimonious Mixtures of Contaminated Gaussian Distributions
Mixture models Model-based classification EM algorithm Contaminated Gaussian distribution Outlier detection Robust estimates Trimmed clustering
2013/6/14
For multivariate continuous data, the contaminated Gaussian distribution - having two parameters indicating the proportion of outliers and the degree of contamination - represents a convenient and nat...
Outlier detection and trimmed estimation in general functional spaces
Abstract Inference Data depth Outlier detection Robust statistics Stochastic processes
2010/3/9
This article introduces trimmed estimators for the mean and covariance functional
of data in general Hilbert spaces. The estimators are based on a data depth measure
that can be computed on any Hilb...