Convergence Rates in Multivariate Robust Outlier Identification
نویسندگان
چکیده
منابع مشابه
Convergence Rates in Multivariate Robust
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 m...
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ژورنال
عنوان ژورنال: Results in Mathematics
سال: 1998
ISSN: 1422-6383,1420-9012
DOI: 10.1007/bf03322041