The TCLUST Approach to Robust Cluster Analysis

Luis Ángel García-Escudero, Alfonso Gordaliza, Carlos Matrán Bea, Agustín Mayo-Íscar · UVaDOC UVaDOC University of Valladolid Documentary Repository (University of Valladolid) · 2008

A new method for performing robust clustering is proposed.The method is designed with the aim of fitting clusters with different scatters and weights.A proportion α of contaminating data points is also allowed.Restrictions on the ratio between the maximum and the minimum eigenvalues of the groups scatter matrices are introduced.These restrictions make the problem to be well-defined guaranteeing the existence and the consistency of the sample estimators to the population parameters.

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