2014 Joint Statistical Meetings - Statistics: Global Impact - Past, Present and Future

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Activity Number:	463
Type:	Contributed
Date/Time:	Wednesday, August 6, 2014 : 8:30 AM to 10:20 AM
Sponsor:	Section on Nonparametric Statistics
Abstract #313670	View Presentation
Title:	On Depth-Based Minimum Volume Ellipsoid Estimators
Author(s):	Jin Wang*+
Companies:	Northern Arizona University
Keywords:	minimum volume ellipsoid ; depth function ; breakdown point ; influence function ; nonparametric multivariate analysis
Abstract:	Modifying Rousseeuw's minimum volume ellipsoid (MVE) estimators, we propose and study the depth-based minimum volume ellipsoid estimators for multivariate location and scatter. Under some conditions on depth functions, the estimators are affine equivariant, consistent, and square root convergent. The robustness of the estimators is studied by both breakdown point and influence function.

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