Asymptotic expansion of the minimum covariance determinant estimators

DOI10.1016/j.jmva.2010.06.009zbMath1198.62049arXiv0908.3767OpenAlexW2033533776MaRDI QIDQ604353

Hendrik P. Lopuhaä, Eric A. Cator

Publication date: 10 November 2010

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

Full work available at URL: https://arxiv.org/abs/0908.3767

zbMATH Keywords

asymptotic normalityinfluence functionminimum covariance determinant

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Nonparametric robustness (62G35)

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