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The principal component (PC) and G-mode multivariate statistics have been used in analysing the set of the 34 Edgeworth–Kuiper objects (EKOs) – 23 Trans Neptunian Objects (TNO) and 11 Centaurs – for which B, V, R, I, J homogeneous photometry were available. The results obtained show that V-I and V-Js are the key parameters in structuring the sample in homogeneous groups. The PC1 axis (which contains ∼93% of the sample total variance) spans five times more than the PC2 (which contains ∼6% of the sample total variance). The extremes of the PC1 axis contain the objects having a flat spectrum (low PC1 values) and a very red spectrum respectively. Independently, the G-mode analysis allows us to distinguish six homogeneous groups of objects which confirm and extend the results obtained with the PC analysis. In addition to these groups, a few objects remain not included in any group (i.e., does not have significant similitude with other objects) and yet give an indication of a more complex compositional structure of the sample. These preliminary results will have to be confirmed and completed when a larger sample is available, but they provide some interesting hints for understanding the – mainly collisional – evolution of the EKOs.