204 citations · 636 across the 40 of their papers we have counts for
5 papers · 1 filter
Asymptotic expansion of the minimum covariance determinant estimators
E. A. Cator, H. P. Lopuhaä
In arXiv:0907.0079 by Cator and Lopuhaa, an asymptotic expansion for the MCD estimators is established in a very general framework. This expansion requires the existence and non-si…
Central limit theorem and influence function for the MCD estimators at general multivariate distributions
Eric A. Cator, Hendrik P. Lopuhaä
We define the minimum covariance determinant functionals for multivariate location and scatter through trimming functions and establish their existence at any multivariate distribu…
Technical report: Adaptivity and optimality of the monotone least squares estimator for four different models
Eric Cator
In this paper we will consider the estimation of a monotone regression (or density) function in a fixed point by the least squares (Grenander) estimator. We will show that this est…
Asymptotics: Particles, Processes and Inverse Problems. Festschrift for Piet Groeneboom
Eric A. Cator, Geurt Jongbloed, Cor Kraaikamp +2
In September 2006, Piet Groeneboom officially retired as professor of statistics at Delft University of Technology and the Vrije Universiteit in Amsterdam. He did so by delivering…
On the testability of the CAR assumption
Eric A. Cator
In recent years a popular nonparametric model for coarsened data is an assumption on the coarsening mechanism called coarsening at random (CAR). It has been conjectured in several…