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20052009
most citedSecond class particles and cube root asymptotics for Hammersley's process

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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…