Title:On the Computation and Efficiency of A Hbp-Gm Estimator Some Simulation Results
Author(s):HINLOOPEN, Jeroen; WAGENVOORT, Rien J.L.M.Date:1997Type of Publication:ArticleAbstract:We propose and test a specific correction factor which improves both the resampling and projection algorithm for approximating the minimum volume ellipsoid (MVE) estimator. Simulations show that a high-breakdown-point GM ...