diff --git a/maint_tools/test_docstrings.py b/maint_tools/test_docstrings.py
index 9c270ccbe6783..e836da61cbf6b 100644
--- a/maint_tools/test_docstrings.py
+++ b/maint_tools/test_docstrings.py
@@ -62,7 +62,6 @@
     "MDS",
     "MLPRegressor",
     "MeanShift",
-    "MinCovDet",
     "MiniBatchDictionaryLearning",
     "MiniBatchKMeans",
     "MiniBatchSparsePCA",
diff --git a/sklearn/covariance/_robust_covariance.py b/sklearn/covariance/_robust_covariance.py
index e5569ea198052..484ea3fa97ed5 100644
--- a/sklearn/covariance/_robust_covariance.py
+++ b/sklearn/covariance/_robust_covariance.py
@@ -648,6 +648,31 @@ class MinCovDet(EmpiricalCovariance):
 
         .. versionadded:: 0.24
 
+    See Also
+    --------
+    EllipticEnvelope : An object for detecting outliers in
+        a Gaussian distributed dataset.
+    EmpiricalCovariance : Maximum likelihood covariance estimator.
+    GraphicalLasso : Sparse inverse covariance estimation
+        with an l1-penalized estimator.
+    GraphicalLassoCV : Sparse inverse covariance with cross-validated
+        choice of the l1 penalty.
+    LedoitWolf : LedoitWolf Estimator.
+    OAS : Oracle Approximating Shrinkage Estimator.
+    ShrunkCovariance : Covariance estimator with shrinkage.
+
+    References
+    ----------
+
+    .. [Rouseeuw1984] P. J. Rousseeuw. Least median of squares regression.
+        J. Am Stat Ass, 79:871, 1984.
+    .. [Rousseeuw] A Fast Algorithm for the Minimum Covariance Determinant
+        Estimator, 1999, American Statistical Association and the American
+        Society for Quality, TECHNOMETRICS
+    .. [ButlerDavies] R. W. Butler, P. L. Davies and M. Jhun,
+        Asymptotics For The Minimum Covariance Determinant Estimator,
+        The Annals of Statistics, 1993, Vol. 21, No. 3, 1385-1400
+
     Examples
     --------
     >>> import numpy as np
@@ -665,18 +690,6 @@ class MinCovDet(EmpiricalCovariance):
            [0.2535..., 0.3053...]])
     >>> cov.location_
     array([0.0813... , 0.0427...])
-
-    References
-    ----------
-
-    .. [Rouseeuw1984] P. J. Rousseeuw. Least median of squares regression.
-        J. Am Stat Ass, 79:871, 1984.
-    .. [Rousseeuw] A Fast Algorithm for the Minimum Covariance Determinant
-        Estimator, 1999, American Statistical Association and the American
-        Society for Quality, TECHNOMETRICS
-    .. [ButlerDavies] R. W. Butler, P. L. Davies and M. Jhun,
-        Asymptotics For The Minimum Covariance Determinant Estimator,
-        The Annals of Statistics, 1993, Vol. 21, No. 3, 1385-1400
     """
 
     _nonrobust_covariance = staticmethod(empirical_covariance)
@@ -695,7 +708,7 @@ def __init__(
         self.random_state = random_state
 
     def fit(self, X, y=None):
-        """Fits a Minimum Covariance Determinant with the FastMCD algorithm.
+        """Fit a Minimum Covariance Determinant with the FastMCD algorithm.
 
         Parameters
         ----------
@@ -709,6 +722,7 @@ def fit(self, X, y=None):
         Returns
         -------
         self : object
+            Returns the instance itself.
         """
         X = self._validate_data(X, ensure_min_samples=2, estimator="MinCovDet")
         random_state = check_random_state(self.random_state)