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