Asymptotic expansion of the minimum covariance determinant estimators-Reference-Cited by-同舟云学术

Asymptotic expansion of the minimum covariance determinant estimators

Published:2010-11 Issue:10 Volume:101 Page:2372-2388
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Cator Eric A.,Lopuhaä Hendrik P.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference18 articles.

1. The multivariate least-trimmed squares estimator;Agulló;Journal of Multivariate Analysis,2008

2. Asymptotics for the minimum covariance determinant estimator;Butler;Annals of Statistics,1993

3. E.A. Cator, H.P. Lopuhaä, Central limit theorem and influence function for the MCD estimators at general multivariate distributions (submitted for publication). Available at: arXiv:math.ST/0907.0079.

4. Influence function and efficiency of the minimum covariance determinant scatter matrix estimator;Croux;Journal of Multivariate Analysis,1999

5. Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies;Croux;Biometrika,2000

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