Asymptotic expansion of the minimum covariance determinant estimators.

Eric A. Cator Hendrik P. Lopuhaä

Published 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