The asymptotics of Rousseeuw's minimum volume ellipsoid estimator

DOI10.1214/AOS/1176348891zbMath0764.62046OpenAlexW2039587747MaRDI QIDQ1208645

Laurie Davies

Publication date: 16 May 1993

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348891

zbMATH Keywords

weak convergencedispersionlocationminimum volume ellipsoidaffine invariant metricsaffine equivariant estimatorcube root convergencehighest possible breakdown pointlocal Hölder condition of order 1/2minimum volume estimatornon-Gaussian limiting distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Central limit and other weak theorems (60F05) Robustness and adaptive procedures (parametric inference) (62F35)

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