Influence function and efficiency of the minimum covariance determinant scatter matrix estimator

DOI10.1006/jmva.1999.1839zbMath0946.62055OpenAlexW2111131733MaRDI QIDQ1969078

Gentiane Haesbroeck, Christophe Croux

Publication date: 16 March 2000

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

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/97158

zbMATH Keywords

influence functionrobust estimationscatter matrixminimum covariance determinant estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric robustness (62G35) Robustness and adaptive procedures (parametric inference) (62F35)

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