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• W2039587747 abstract "Rousseeuw's minimum volume estimator for multivariate location and dispersion parameters has the highest possible breakdown point for an affine equivariant estimator. In this paper we establish that it satisfies a local Holder condition of order $1/2$ and converges weakly at the rate of $n^{-1/3}$ to a non-Gaussian distribution." @default.
• W2039587747 created "2016-06-24" @default.
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• W2039587747 date "1992-12-01" @default.
• W2039587747 modified "2023-09-30" @default.
• W2039587747 title "The Asymptotics of Rousseeuw's Minimum Volume Ellipsoid Estimator" @default.
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• W2039587747 doi "https://doi.org/10.1214/aos/1176348891" @default.
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