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20062024
most citedCentral limit theorem and influence function for the MCD estimators at general multivariate distributions

45 citations · 115 across the 10 of their papers we have counts for

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math.ST2024

Asymptotics of estimators for structured covariance matrices

Hendrik Paul Lopuhaä

We show that the limiting variance of a sequence of estimators for a structured covariance matrix has a general form that appears as the variance of a scaled projection of a random…