The asymptotics of Rousseeuw's minimum volume ellipsoid estimator
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Publication:1208645
DOI10.1214/aos/1176348891zbMath0764.62046OpenAlexW2039587747MaRDI QIDQ1208645
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
weak convergencedispersionlocationminimum volume ellipsoidaffine invariant metricsaffine equivariant estimatorcube root convergencehighest possible breakdown pointlocal Hölder condition of order 1/2minimum volume estimatornon-Gaussian limiting distribution
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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