Small - sample correction factor of the minimum covariance determinant estimator

DOI10.1080/03610910008813664zbMath1008.62601OpenAlexW2034155869MaRDI QIDQ4787649

Eduardo Castaño-Tostado

Publication date: 21 April 2003

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910008813664

zbMATH Keywords

correction factorrobust estimationoutlier detection

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites Work

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• The asymptotics of Rousseeuw's minimum volume ellipsoid estimator
• Asymptotics for the minimum covariance determinant estimator