Regression model

Robusna procjena kovarijance (MCD)

Robusna kovarijanca putem procjene minimalne determinante kovarijance (MCD) procjenjuje multivarijatni vektor srednje vrijednosti i matricu kovarijance koji nisu iskrivljeni odstupanjima. Praktičnom ju je učinio algoritam Fast-MCD Rousseeuwa i Van Driessena (1999.), nadovezujući se na Rousseeuwov raniji rad o robusnoj procjeni.

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Izvori

  1. Rousseeuw, P. J. & Van Driessen, K. (1999). A Fast Algorithm for the Minimum Covariance Determinant Estimator. Technometrics, 41(3), 212-223. DOI: 10.1080/00401706.1999.10485670
  2. Rousseeuw, P. J. & Leroy, A. M. (1987). Robust Regression and Outlier Detection. Wiley. ISBN: 978-0471488552

Kako citirati ovu stranicu

ScholarGate. (2026, June 1). Minimum Covariance Determinant Estimation. ScholarGate. https://scholargate.app/hr/statistics/robust-covariance

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Citirana u

ScholarGateRobust Covariance (MCD) (Minimum Covariance Determinant Estimation). Preuzeto 2026-06-15 s https://scholargate.app/hr/statistics/robust-covariance · Skup podataka: https://doi.org/10.5281/zenodo.20539026