Multivariate Outlier Detection and Robust Covariance Matrix Estimation.
Daniel PeñaFrancisco J. PrietoPublished in: Technometrics (2001)
Keyphrases
- outlier detection
- covariance matrix
- estimation error
- multivariate normal
- density estimation
- multivariate gaussian
- covariance matrices
- change point detection
- fraud detection
- sample size
- principal component analysis
- detecting outliers
- knowledge discovery
- data streams
- detection algorithm
- credit card fraud detection
- maximum likelihood estimation
- data mining
- gaussian mixture
- density ratio estimation
- detect outliers
- geometrical interpretation
- probability density
- correlation matrix
- distance based outlier detection
- outlier mining
- cross validation
- objective function
- image sequences