Asymptotic expansion of the minimum covariance determinant estimators.
Eric A. CatorHendrik P. LopuhaäPublished in: J. Multivar. Anal. (2010)
Keyphrases
- asymptotic properties
- rates of convergence
- covariance matrix
- information systems
- confidence intervals
- unbiased estimator
- expected values
- asymptotically optimal
- gradient estimators
- multivariate gaussian distribution
- closed form expressions
- finite sample
- data sets
- covariance matrices
- spanning tree
- pairwise
- artificial intelligence