The influence function of the Stahel-Donoho covariance estimator of smallest outlyingness

DOI10.1016/j.spl.2008.08.006zbMath1169.62049MaRDI QIDQ1003777

J. Martínez

Publication date: 4 March 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.08.006

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62F35: Robustness and adaptive procedures (parametric inference)

Uses Software

• ROBPCA