Abstract
Rousseeuw introduced the Minimum Volume Ellipsoid (MVE) estimates of covariance matrix and multivariate location. These estimates, which are broadly used, are affine equivariant and have high breakdown point. Croux et al. (2002) derived the maximum bias curve for point mass contaminations of a non equivariant version of the MVE. In this paper we obtain a similar result for the equivariant version of the MVE estimates.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
