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math.ST2009
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…
math.ST2009★ 45 cited
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…