The finite sample breakdown point of PCS
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Publication:467029
DOI10.1016/J.SPL.2014.07.026zbMATH Open1320.62125arXiv1402.2986OpenAlexW2035755056MaRDI QIDQ467029FDOQ467029
Authors: Viktoria Öllerer, Eric Schmitt, Kaveh Vakili 
Publication date: 3 November 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Abstract: The Projection Congruent Subset (PCS) is new method for finding multivariate outliers. PCS returns an outlyingness index which can be used to construct affine equivariant estimates of multivariate location and scatter. In this note, we derive the finite sample breakdown point of these estimators.
Full work available at URL: https://arxiv.org/abs/1402.2986
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Nonparametric robustness (62G35) Statistics of extreme values; tail inference (62G32) Estimation in multivariate analysis (62H12)
Cites Work
- Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
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- Finding multivariate outliers with FastPCS
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- Projection estimates of multivariate location
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