Small - sample correction factor of the minimum covariance determinant estimator

Bibliography

• Barnett , V. and Lewis , T. 1994 . Outliers in Statistical Data , 3rd , Wiley Series in Probability and Mathematical Statistics .
   Google Scholar
• Butler , R. W. , Davies , P.L. and Jhun , M. 1993 . Asymptotics for the minimum covariance determinant estimator . Annals of Statistics , 21 : 1385 – 1400 .
   Web of Science ®Google Scholar
• Davies , L. 1992 . The asymptotics of Rousseeuw's minimum volume ellipsoid estimator . Annals of Statistics , 20 : 1828 – 1843 .
   Web of Science ®Google Scholar
• Rousseeuw , P.J. 1985 . “ Multivariate Estimation with high breakdown point ” . In Mathematical Statistical and Applications , Edited by: Grossrnann , W. , Pflug , G. , Vincze , I. and Wertz , W. Vol. B , Dordrecht : Reidel Publishing Company .
   Google Scholar
• Rousseeuw , P.J. and Leroy , A.M. 1987 . Robust Regression and Outlier Detection , New York : Wiley-Interscience .
   Google Scholar
• Rousseeuw , P.J. and Van Driessen , K. 1999 . A fast algorithm for the minimum covariance determinant estimator . Technometrics , 41 ( 3 ) : 212 – 223 .
   Web of Science ®Google Scholar
• Rousseeuw , P.J. , van and Zomeren , B. C. 1990 . Unmasking multivariate outliers and leverage points . Journal of the American Statistical Association , 85 : 633 – 639 .
   Web of Science ®Google Scholar
• Rousseeuw , P.J. and van Zomeren , B. C. 1991 . “ Robust distances: simulations and cutoff values ” . In Directions in Robust Statistics and Diagnostics , Edited by: Stahel , W. and Weisberg , S. Vol. 34 , New York. : Springer-Verlag . part II.The IMA Volumes in Mathematics and its Applications
   Google Scholar