On the Optimality of Multivariate S-Estimators

DOI10.1111/j.1467-9469.2010.00710.xzbMath1246.62136MaRDI QIDQ2911669

Catherine Dehon, Christophe Croux, A. Yadine

Publication date: 1 September 2012

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://pure.uvt.nl/ws/files/1214735/2010-39.pdf

zbMATH Keywords

robustness; breakdown point; multivariate location and scatter

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62F35: Robustness and adaptive procedures (parametric inference)

Related Items

Discussion of ``The power of monitoring: how to make the most of a contaminated multivariate sample, On consistency factors and efficiency of robust \(S\)-estimators

Uses Software

• robustbase

Cites Work

• Unnamed Item
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