Kirschstein, Thomas; Liebscher, Steffen; Becker, Claudia - In: Journal of Multivariate Analysis 120 (2013) C, pp. 173-184
One of the most essential topics in robust statistics is the robust estimation of location and covariance. Many popular robust (location and scatter) estimators such as Fast-MCD, MVE, and MZE require at least a convex distribution of the underlying data. In the case of non-convex data...