A note on finite-sample efficiencies of estimators for the minimum volume ellipsoid

DOI10.1080/00949650213708zbMath1031.62043OpenAlexW4246707557MaRDI QIDQ4804601

Christophe Croux, Gentiane Haesbroeck

Publication date: 2 March 2004

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650213708

zbMATH Keywords

robustnessmultivariate rankingscatter matrixminimum volume ellipsoidfinite-sample efficiencylocation estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (1)

Separating a mixture of two normals with proportional covariances

Cites Work

• Unnamed Item
• An easy way to increase the finite-sample efficiency of the resampled minimum volume ellipsoid estimator
• General notions of statistical depth function.
• Positive-breakdown regression by minimizing nested scale estimators
• Maxbias curves of robust scale estimators based on subranges

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