An easy way to increase the finite-sample efficiency of the resampled minimum volume ellipsoid estimator

DOI10.1016/S0167-9473(96)00088-6zbMath0900.62278OpenAlexW1993861042MaRDI QIDQ1391245

Gentiane Haesbroeck, Christophe Croux

Publication date: 22 July 1998

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-9473(96)00088-6

zbMATH Keywords

RobustnessMinimum volume ellipsoidBreakdown pointFinite-sample efficiencyLocation estimationScatter matrix

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35) Probabilistic methods, stochastic differential equations (65C99)

Related Items

A note on finite-sample efficiencies of estimators for the minimum volume ellipsoid, Wide consensus aggregation in the Wasserstein space. Application to location-scatter families, Sign and rank covariance matrices, Improved feasible solution algorithms for high breakdown estimation.

Uses Software

• AS 282

Cites Work

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