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

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

1 July 2009

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

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Title
RobPy: a Python Package for Robust Statistical Methods Sarah Leyder Jakob Raymaekers P. Rousseeuw Thomas Servotte Tim Verdonck 62 2 0 04 Nov 2024
Robust covariance estimation and explainable outlier detection for matrix-valued data Marcus Mayrhofer Una Radojivcić Peter Filzmoser 58 0 0 06 Mar 2024
Fast robust location and scatter estimation: a depth-based method Maoyu Zhang Yan Song Wenlin Dai 31 4 0 13 May 2023
Highly Efficient Estimators with High Breakdown Point for Linear Models with Structured Covariance Matrices H. P. Lopuhaa 16 2 0 01 Aug 2022
Robust multiple-set linear canonical analysis based on minimum covariance determinant estimator Yi-Hsun Su Michele Santacatterina 13 1 0 06 Nov 2018
Robust improper maximum likelihood: tuning, computation, and a comparison with other methods for robust Gaussian clustering Pietro Coretto Christian Hennig 123 71 0 02 Jun 2014
Efficient inference about the tail weight in multivariate Student $t$ distributions Christophe Ley A. Neven 51 1 0 21 May 2013
Asymptotic expansion of the minimum covariance determinant estimators Eric Cator H. P. Lopuhaa 109 36 0 26 Aug 2009