Article

Generalization of the minimum covariance determinant algorithm for categorical and mixed data types

2018-06-11

Abstract excerpt

The minimum covariance determinant (MCD) algorithm is one of the most common techniques to detect anomalous or outlying observations. The MCD algorithm depends on two features of multivariate data: the determinant of a matrix (i.e., geometric mean of the eigenvalues) and Mahalanobis distances (MD). While the MCD algorithm is commonly used, and has many extensions, the MCD is limited to analyses of quantitative dat...

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Literature Corpus work: 75ffc916-7aaa-5bc4-a213-46c027be9cab
DOI: 10.1101/333005

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