Rousseeuw P. J. and Leroy A. M. (1987) Robust Regression and Outlier Detection. Wiley.
Rousseeuw P. J. and van Driessen K. (1999) A fast algorithm for the minimum covariance determinant estimator. Technometrics 41: 212-223.
Pison G., Van Aelst S., and Willems G. (2002) Small Sample Corrections for LTS and MCD, Metrika 55: 111-123.
Hubert M., Rousseeuw P. J. and Verdonck, T. (2012) A deterministic algorithm for robust location and scatter. Journal of Computational and Graphical Statistics 21: 618-637.
Cerioli A. (2010). Multivariate outlier detection with high-breakdown estimators.Journal of the American Statistical Association 105(489): 147-156.
Cerchiello P. and Giudici P. (2016). Big data analysis for financial risk management. Journal of Big Data 3(1): 18.