Exact Iterative Computation of the Multivariate Minimum Volume Ellipsoid Estimator with a Branch and Bound Algorithm

Author:

Candela José Agulló

Publisher

Physica-Verlag HD

Reference13 articles.

1. Agulló, J. (1994a). A branch and bound algorithm for the exact computation of the Minimum Covariance Determinant (MCD) and Least Trimmed Squares (LTS) estimators. Mimeo in Spanish, with English abstract

2. Agulló, J. (1995a). Generalizing the Least Trimmed Squares (LTS) and Least Median of Squares (LMS) estimators in multivariate multiple linear regression. Mimeo in Spanish, with English abstract

3. Agulló, J. (1995b). A review of some algorithms for computing minimal covering ellipsoids. Mimeo in Spanish, with English abstract

4. Atwood, C.L. (1973). Sequences converging to D-optimal designs of experiments. Annals of Statistics, 1: 342–352

5. Cook, R.D., Hawkins, D.M., and Weisberg, S. (1993). Exact iterative computation of the robust multivariate minimum volume ellipsoid estimator. Statistics and Probability Letters, 16: 213–218

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