The authors introduce a new optimization method to efficiently solve constrained minimization problems related to the minimum density power divergence estimator for univariate Gaussian data affected by outliers.*
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This method combines classical Newton's technique with a gradient descent approach that includes a step control mechanism based on Armijo's rule to achieve global convergence.*
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Simulation results demonstrate that this new method outperforms the established Minimum Covariance Determinant (MCD) estimator in terms of efficiency, and the authors also provide a practical application of their method on a real-world dataset.*