A robust and efficient adaptive reweighted estimator of multivariate location and scatter.

DOI10.1016/S0047-259X(02)00018-0zbMath1038.62051WikidataQ58194159 ScholiaQ58194159MaRDI QIDQ1867198

Daniel Gervini

Publication date: 2 April 2003

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

High breakdown pointOutlier detectionRobust estimationEfficient estimationMinimum covariance determinant(MCD)

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)

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