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)

Related Items (13)

Robust multiple-set linear canonical analysis based on minimum covariance determinant estimator ⋮ Robust estimation of precision matrices under cellwise contamination ⋮ Robust asymptotic tests for the equality of multivariate coefficients of variation ⋮ Consistency factor for the MCD estimator at the Student-\(t\) distribution ⋮ On Huber's contaminated model ⋮ Preliminary Multiple-Test Estimation, With Applications to k-Sample Covariance Estimation ⋮ Central limit theorem and influence function for the MCD estimators at general multivariate distributions ⋮ On testing the equality of latent roots of scatter matrices under ellipticity ⋮ Strong consistency and robustness of the forward search estimator of multivariate location and scatter ⋮ Robust estimation of the hierarchical model for responses and response times ⋮ Inference on the shape of elliptical distributions based on the MCD ⋮ Efficient R-Estimation of Principal and Common Principal Components ⋮ Adaptive exponential power depth with application to classification

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