Consistency factor for the MCD estimator at the Student-t distribution

DOI10.1007/S11222-023-10296-2MaRDI QIDQ6089185zbMATH OpenFDO

Authors Lucio Barabesi, Andrea Cerioli, Luis A. García-Escudero, Agustín Mayo-Iscar

Publication date 17 November 2023

Published in Statistics and Computing (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S11222-023-10296-2

zbMATH Keywords

consistency factorMCDmultivariate Student-\(t\) distributionrobust distance

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Robustness and adaptive procedures (parametric inference) (62F35) Estimation in multivariate analysis (62H12)

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Cited in

(3)

• On consistency factors and efficiency of robust S-estimators
• Robust distances and multivariate outlier detection under heavy tails
• Adaptive location and scale estimation with kernel-weighted averages

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