Convergence rates in multivariate robust outlier identification

DOI10.1007/BF03322041zbMath0908.62034OpenAlexW3021062957MaRDI QIDQ1266938

Claudia Becker, Ursula Gather

Publication date: 15 March 1999

Published in: Results in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf03322041

zbMATH Keywords

rates of convergenceoutlier identificationrobust estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites Work

• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• The asymptotics of Rousseeuw's minimum volume ellipsoid estimator
• The Identification of Multiple Outliers
• Least Median of Squares Regression
• The Breakdown Points of the Mean Combined with Some Rejection Rules
• Outlier detection and robust estimation of scale
• Masking effect on tests for outliers in normal samples
• Asymptotic expansions for central limit theorems for general linear stochastic processes. I: General theorems on rates of convergence
• Asymptotic expansions for central limit theorems for general linear stochastic processes. II: Models of the general random noise and pulse train processes
• On the Detection of Many Outliers
• The Masking Breakdown Point of Multivariate Outlier Identification Rules
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