Authors: Becker, Claudia
Gather, Ursula
Title: The Maximum Asymptotic Bias of Outlier Identifiers
Language (ISO): en
Abstract: In their paper, Davies and Gather (1993) formalized the task of outlier identification, considering also certain performance criteria for outlier identifiers. One of those criteria, the maximum asymptotic bias, is carried over here to multivariate outlier identifiers. We show how this term depends on the respective biases of estimators which are used to construct the identifier. It turns out that the use of high-breakdown robust estimators is not sufficient toachieve outlier identifiers with bounded maximum asymptotic bias.
Subject Headings: consistency
outlier identification
robust statistics
Issue Date: 1998
Provenance: Universitätsbibliothek Dortmund
Appears in Collections:Sonderforschungsbereich (SFB) 475

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