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

Ask an Expert

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

Write your message here..

Related Questions

Funnel plot, It is an informal method of assessing the effect of the public... It is an informal method of assessing the effect of the publication bias, generally in the context of the meta-analysis. The effect measures from each of the reported study are plo

Residual calculation, Regression line drawn as y= c+ 1075x ,when x was2, an... Regression line drawn as y= c+ 1075x ,when x was2, and y was 239,given that y intercept was 11. Calculate the residual ?

Attitude scaling, Attitude scaling : The process of analysing the positions... Attitude scaling : The process of analysing the positions of the individuals on scales purporting to measure attitudes, for instance a liberal-conservative scale, ora risk-willingn

Gauss markov theorem, This is the theorem which states that if the error te... This is the theorem which states that if the error terms in a multiple regression have the same variance and are not corrected, then the estimators of the parameters in the model p

EDUC 606, The GRE has a combined verbal and quantitative mean of 1000 and a... The GRE has a combined verbal and quantitative mean of 1000 and a standard deviation of 200.

Confidence interval estimation, An auditor for a government agency needs to... An auditor for a government agency needs to evaluate payments for doctors' office visits paid by Medicare in a small regional town during the month of June. A total of 25,056 visit

Define matching coefficient, Matching coefficient is a similarity coeffici... Matching coefficient is a similarity coefficient for data consisting of the number of binary variables which is often used in cluster analysis. It can be given as follows    he

Hypothesis testing, t distribution t distribution

Zero sumgame, Zero sumgame is a game played by the number of persons in wh... Zero sumgame is a game played by the number of persons in which the winner takes all stakes given by the losers so that the algebraic sum of gains at any stage is zero. Number of

Artificial neural network, Artificial neural network : A mathematical arran... Artificial neural network : A mathematical arrangement modelled on the human neural network and designed to attack various statistical problems, particularly in the region of patte