The asymptotics of Rousseeuw's minimum volume ellipsoid estimator (Q1208645)
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scientific article; zbMATH DE number 166841
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The asymptotics of Rousseeuw's minimum volume ellipsoid estimator |
scientific article; zbMATH DE number 166841 |
Statements
The asymptotics of Rousseeuw's minimum volume ellipsoid estimator (English)
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16 May 1993
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weak convergence
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non-Gaussian limiting distribution
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minimum volume ellipsoid
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affine invariant metrics
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cube root convergence
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minimum volume estimator
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location
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dispersion
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highest possible breakdown point
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affine equivariant estimator
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local Hölder condition of order 1/2
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