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

Listed author(s):
  • Croux, Christophe
  • Haesbroeck, Gentiane
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    No abstract is available for this item.

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    Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

    Volume (Year): 25 (1997)
    Issue (Month): 2 (July)
    Pages: 125-141

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    Handle: RePEc:eee:csdana:v:25:y:1997:i:2:p:125-141
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    1. Einmahl, J. H.J. & Mason, D.M., 1992. "Generalized quantile processes," Other publications TiSEM b2a76bac-045d-457f-869f-d, Tilburg University, School of Economics and Management.
    2. Hawkins, Douglas M., 1994. "The feasible solution algorithm for the minimum covariance determinant estimator in multivariate data," Computational Statistics & Data Analysis, Elsevier, vol. 17(2), pages 197-210, February.
    3. Maronna, Ricardo A. & Stahel, Werner A. & Yohai, Victor J., 1992. "Bias-robust estimators of multivariate scatter based on projections," Journal of Multivariate Analysis, Elsevier, vol. 42(1), pages 141-161, July.
    4. Cook, R. D. & Hawkins, D. M. & Weisberg, S., 1993. "Exact iterative computation of the robust multivariate minimum volume ellipsoid estimator," Statistics & Probability Letters, Elsevier, vol. 16(3), pages 213-218, February.
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