Abstract
In 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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© 1996 Physica-Verlag Heidelberg
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Candela, J.A. (1996). Exact Iterative Computation of the Multivariate Minimum Volume Ellipsoid Estimator with a Branch and Bound Algorithm. In: Prat, A. (eds) COMPSTAT. Physica-Verlag HD. https://doi.org/10.1007/978-3-642-46992-3_16
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DOI: https://doi.org/10.1007/978-3-642-46992-3_16
Publisher Name: Physica-Verlag HD
Print ISBN: 978-3-7908-0953-4
Online ISBN: 978-3-642-46992-3
eBook Packages: Springer Book Archive