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

Journal of Statistical Computation and Simulation

Volumn 72, Issue 7, 2002, Pages 585-596

  Croux, Christophe ^a   Haesbroeck, Gentiane ^b  

^a UNIVERSITY OF LEUVEN   (Belgium)

^b UNIVERSITY OF LIÈGE   (Belgium)

Author keywords

Finite sample efficiency; Location estimation; Minimum volume ellipsoid; Multivariate ranking; Robustness; Scatter matrix

Indexed keywords

EID: 0036037846     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/00949650213708     Document Type: Article

References (16)

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