Minimum volume ellipsoid
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Stefan Van Aelst; Peter Rousseeuw
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Article
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2009
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Wiley (John Wiley & Sons)
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English
β 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, highβbreakdown robust estimator of multivariate location and scatter. The MVE can be computed by a resampling algorithm. Its l