Titlebook: COMPSTAT; Proceedings in Compu Albert Prat Conference proceedings 1996 Physica-Verlag Heidelberg 1996 Bayesian Models.Bayessche Methoden.Cl

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Carol Yeh-Yun Lin,Leif Edvinsson,Tord BedingIn this paper we develop an exact iterative algorithm for the computation of the minimum volume ellipsoid (MVE) estimator that is more efficient than the algorithm of Cook, Hawkins and Weisberg (1993). Our algorithm is based on a branch and bound (BAB) technique and it is computationally feasible for small and moderate-sized samples.

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Exact Iterative Computation of the Multivariate Minimum Volume Ellipsoid Estimator with a Branch andIn this paper we develop an exact iterative algorithm for the computation of the minimum volume ellipsoid (MVE) estimator that is more efficient than the algorithm of Cook, Hawkins and Weisberg (1993). Our algorithm is based on a branch and bound (BAB) technique and it is computationally feasible for small and moderate-sized samples.

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https://doi.org/10.1007/978-1-59745-569-5er view has been adopted in the United States and in many other countries. Statistics has for some time been categorized as one of the Mathematical Sciences and this view has dominated university teaching, research, the awarding of advanced degrees, promotion, tenure of faculty and the distribution

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