Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension

DOI10.1214/aos/1032526972zbMath0862.62049OpenAlexW2017986148MaRDI QIDQ1816988

Publication date: 28 May 1997

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1032526972

zbMATH Keywords

shape outliers efficiency location S-estimators robust estimation outlier rejection gross error sensitivity local shift sensitivity maximal breakdown

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

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