Date:         Fri, 8 Sep 2006 14:40:46 -0400
Reply-To:     Talbot Michael Katz <topkatz@MSN.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Talbot Michael Katz <topkatz@MSN.COM>
Subject:      Nearest Neighbor Variance Estimation, Wang & Raftery

Hi.

Wang and Raftery have a method for robust covariance estimation via
nearest neighbor cleaning, called nearest neighbor variance estimation
(NNVE), that they claim outperforms the minimum volume ellipsoid (MVE)
estimator
(http://www.stat.washington.edu/raftery/Research/PDF/wang2002.pdf).
SAS/IML has implemented MVE as a call.  Wang has implemented a function
for NNVE in R.  Has anyone written or heard about SAS code for NNVE?
Thanks!

--  TMK  --
"The Macro Klutz"