Asymptotics for the minimum covariance determinant estimator
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Publication:1314461
DOI10.1214/aos/1176349264zbMath0797.62044OpenAlexW2037855816MaRDI QIDQ1314461
M. Juhn, Laurie Davies, Ronald W. Butler
Publication date: 28 February 1994
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349264
consistencyasymptotic normalityMCDminimum covariance determinant estimatorsmultivariate location and scaleseparating ellipsoid property
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