|Title:||Convergence Rates in Multivariate Robust Outlier Identification|
|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|
|Appears in Collections:||Sonderforschungsbereich (SFB) 475|
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