Convergence Rates in Multivariate Robust Outlier Identification

Loading...
Thumbnail Image

Date

1997

Journal Title

Journal ISSN

Volume Title

Publisher

Universitätsbibliothek Dortmund

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.

Description

Table of contents

Keywords

convergence rates, outlier identification

Citation