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 |
URI: | http://hdl.handle.net/2003/4845 http://dx.doi.org/10.17877/DE290R-6722 |
Issue Date: | 1997 |
Provenance: | Universitätsbibliothek Dortmund |
Appears in Collections: | Sonderforschungsbereich (SFB) 475 |
Files in This Item:
File | Description | Size | Format | |
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97_10.pdf | DNB | 155.95 kB | Adobe PDF | View/Open |
tr10-97.ps | 99.55 kB | Postscript | View/Open |
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