Authors: Becker, Claudia
Gather, Ursula
Title: Convergence Rates in Multivariate Robust Outlier Identification
Language (ISO): en
Abstract: In investigations on the behaviour of robust estimators, typically their consistency and their asymptotic normality are studied as a necessity. Their rates of convergence, however, are often given less weight. We show here that the rate of convergence of a multivariate robust estimator to its true value plays an important role when using the estimator in procedures for identifying outliers in multivariate data.
Subject Headings: convergence rates
outlier identification
Issue Date: 1997
Publisher: Universitätsbibliothek Dortmund
Appears in Collections:Sonderforschungsbereich (SFB) 475

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