𝔖 Bobbio Scriptorium
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Minimal volume ellipsoids

✍ Scribed by Luc Pronzato; Eric Walter

Publisher
John Wiley and Sons
Year
1994
Tongue
English
Weight
818 KB
Volume
8
Category
Article
ISSN
0890-6327

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Minimum volume ellipsoid
Minimum volume ellipsoid
✍ Stefan Van Aelst; Peter Rousseeuw πŸ“‚ Article πŸ“… 2009 πŸ› Wiley (John Wiley & Sons) 🌐 English βš– 345 KB

## Abstract The minimum volume ellipsoid (MVE) estimator is based on the smallest volume ellipsoid that covers __h__ of the __n__ observations. It is an affine equivariant, high‐breakdown robust estimator of multivariate location and scatter. The MVE can be computed by a resampling algorithm. Its l