Central limit theorem and influence function for the MCD estimators at general multivariate distributions

Bernoulli

Volumn 18, Issue 2, 2012, Pages 520-551

  Cator, Eric A ^a   Lopuhaä, Hendrik P ^a  

^a DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

Author keywords

Asymptotic normality; Influence function; Minimum covariance determinant

Indexed keywords

EID: 84873333506     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/11-BEJ353     Document Type: Article

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