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
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)
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?
-- TMK --
"The Macro Klutz"