The usual Minimum Covariance Determinant (MCD) estimator of a covariance matrix is robust against casewise outliers. These are cases (that is, rows of the data matrix) that behave differently from the
ABSTRACT The purpose of this work is to present the Weighted Forward Search (FSW) method for the detection of outliers in asset pricing data. This new estimator, which is based on an algorithm that do
Outliers are often present in large datasets of water quality monitoring time series data. A method of combining the sliding window technique with Dixon detection criterion for the automatic detection
The leftmost figure is the initial point sets with 98 points in the model point set (blue pluses) and 196 points in the scene point set (red circles). The right six figures are the correspondence and
