Regression model

Robustna procena kovarijansi (MCD)

Robustna kovarijansa putem procene minimalnog determinanta kovarijanse (MCD) procenjuje multivarijacioni vektor srednje vrednosti i kovarijansnu matricu koji nisu iskrivljeni autlajerima. Postala je praktična zahvaljujući Fast-MCD algoritmu Rousseeuwa i Van Driessena (1999), koji se nadograđuje na raniji rad Rousseeuwa na robustnoj proceni.

Primenite uz StatMindUskoroVideoUskoroDownload slides

Pročitajte celu metodu

Samo za članove

Prijavite se besplatnim nalogom da biste pročitali ovaj odeljak.

Prijavite se

Method map

The neighbourhood of related methods — select a node to explore.

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/sr/statistics/robust-covariance

Which method?

Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.

Compare side by side

Citirana u

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