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The influence function of the Stahel--Donoho estimator of multivariate location and scatter. - MaRDI portal

The influence function of the Stahel--Donoho estimator of multivariate location and scatter. (Q1871356)

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scientific article; zbMATH DE number 1907019
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English
The influence function of the Stahel--Donoho estimator of multivariate location and scatter.
scientific article; zbMATH DE number 1907019

    Statements

    The influence function of the Stahel--Donoho estimator of multivariate location and scatter. (English)
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    7 May 2003
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    Asymptotic relative efficiency
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    Gross-error sensitivity
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    Local robustness
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    Reweighted estimators
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