Robust dynamic clustering
In: Statistica Neerlandica, Band 46, Heft 2-3, S. 143-152
ISSN: 1467-9574
The dynamic clustering (DC) algorithm is a method for discovering clusters in a given population. Unfortunately the classical DC algorithms fail to perform well in the presence of outliers. A robust dynamic clustering (RDC) algorithm is introduced to overcome this problem. Robust estimates of the location vector and the covariance matrix are calculated in the affine invariant case. A simulation study is presented to demonstrate the basic difference between the DC and the RDC algorithms. Three kinds of optimization criteria are used in case of contaminated multivariate normal distributions.