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

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  • Croux, Christophe
  • Haesbroeck, Gentiane

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  • Croux, Christophe & Haesbroeck, Gentiane, 1997. "An easy way to increase the finite-sample efficiency of the resampled minimum volume ellipsoid estimator," Computational Statistics & Data Analysis, Elsevier, vol. 25(2), pages 125-141, July.
    • Handle: RePEc:eee:csdana:v:25:y:1997:i:2:p:125-141
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    References listed on IDEAS

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    1. 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.
    2. Douglas M. Hawkins & Jeffrey S. Simonoff, 1993. "High Breakdown Regression and Multivariate Estimation," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 42(2), pages 423-432, June.
    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. 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.
    5. 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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    Cited by:

    1. Hawkins, Douglas M. & Olive, David J., 1999. "Improved feasible solution algorithms for high breakdown estimation," Computational Statistics & Data Analysis, Elsevier, vol. 30(1), pages 1-11, March.

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