Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 5 of 5 for “"Minimum Covariance Determinant"”.
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Robust GM Wiener Filter in the Complex Domain
… on the Complex GM Wiener Filter (CGMWF) with the Minimum Covariance Determinant (MCD) for outlier detection. The robustness of the conventional Wiener "lter is enhanced by robust Huber Estimator, and using the MCD enables processing entirely in the complex domain. This results in a STAP radar …
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A robust estimation method of location and scale with application in monitoring process variability
… of the most widely used method known as fast minimum covariance determinant (FMCD). This new method is as effective as FMCD and minimum vector variance (MVV) but with lower computational complexity. In FMCD, the optimality criterion of C-step is still quite cumbersome if the number of …
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Dynamic and robust estimation of risk and return in modern portfolio theory
… optimization approach but estimates the mean and covariance in a regression framework using the index models. Sharpe makes a crucial assumption that the residuals from different assets are uncorrelated and that the beta estimates are constant. When the Sharpe model parameters are estimated using …
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Profile Monitoring for Mixed Model Data
… High breakdown estimation methods based on the minimum volume ellipsoid (MVE) or the minimum covariance determinant (MCD) are well suited to detecting multivariate outliers in data. Because of the inherent difficulties in computation many algorithms have been proposed to obtain them. We consider …
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Resting-State Cerebral Perfusion Patterns: An Exploratory Factor Analysis of Single-Photon Emission Computed Tomography Clinical Data
… multiple extraction and rotation comparisons, minimum covariance determinant (MCD) control for outliers, multiple imputation for missing data, and oblique rotation with higher-order factor extraction. This study reliably established eight first-order and four second-order latent constructs …