The MVE method of detecting outliers, described in Section 6.4.3, could be modified by replacing the MVE estimator of location with the Winsorized mean, and replacing the covariances with the...

The MVE method of detecting outliers, described in Section 6.4.3, could be modified by replacing the MVE estimator of location with the Winsorized mean, and replacing the covariances with the Winsorized covariances described in Section 5.9.3. Discuss how this would be done and its relative merits.

Suppose that for each row of an n-by-p matrix, its depth is computed relative to all n points in the matrix. What are the possible values that the depths might be?