Minimum volume ellipsoid, Advanced Statistics

Minimum volume ellipsoid is a term for ellipsoid of the minimum volume which covers some specified proportion of the set of multivariate data. It is commonly used to construct robust estimators of the mean vectors and variance-covariance matrices. Such type of estimators has a high breakdown point but is computationally expensive. For instance, for an n × q data matrix X, if h is the integer part of n(n+1)/2 then volumes of n!/(h-n)! Ellipsoids required to be considered to find one with the minimum volume. So for the n=20 there are 184 756 ellipsoids and for the n=30 more than 155 million ellipsoids

 

Posted Date: 7/30/2012 3:51:59 AM | Location : United States







Related Discussions:- Minimum volume ellipsoid, Assignment Help, Ask Question on Minimum volume ellipsoid, Get Answer, Expert's Help, Minimum volume ellipsoid Discussions

Write discussion on Minimum volume ellipsoid
Your posts are moderated
Related Questions
Given: There are 4 jobs and 4 persons. The cost incurred for each person and each job is as follows: Persons Job 1 Job 2 Job 3 Job 4 A 10 9 21 11 B 15 12 25 17 C 12 10 20 12 D 17

(a) You are trying to develop a strategy for investing in two different stocks, Stock A and Stock B. The anticipated annual return for a $1000 investment in each stock under four

A study not involving the passing of time. All information is collected at the same time and subjects are contacted only once. Many surveys are of this type. The temporal sequence

Causality: The relating of the reasons to the effects they produce. Several investigations in medicine seek to establish the causal relations between the events, for instance, whi

Mantel Haenszel  estimator is  an estimator of assumed common odds ratio in the series of two-by-two contingency tables arising from the different populations, for instance, occ

Over dispersion is the phenomenon which occurs when empirical variance in the data exceeds the nominal variance under some supposed model. Most often encountered when the modeling

Duck Lovers Unlimited (DLU) Inc. assembles specially configured light jet aircrafts for airborne duck hunting. The quarterly demand forecasts for the upcoming fiscal year are:

hello I have a dataset including both categorical & numerical variable for market segmentation.how can i cluster them via k-means in matlab? thank you

Lagrange Multiplier (LM) test The Null Hypothesis - H0: There is no heteroscedasticity i.e. β 1 = 0 The Alternative Hypothesis - H1:  There is heteroscedasticity i.e. β 1

Last observation carried forward is a technique for replacing the observations of the patients who drop out of the clinical trial carried out over a time period. It consists of su