On the moments of a stahel donoho robust multivatiate estimator

DOI10.1080/00949650108812109zbMath0987.62038OpenAlexW1996118802MaRDI QIDQ2774413

Kirsten Bjørkestøl, Michael B. Dollinger

Publication date: 21 May 2002

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650108812109

zbMATH Keywords

simulationslocationprojection pursuitscatteroutlyingnessStahel-Donoho estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Cites Work

• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Breakdown properties of location estimates based on halfspace depth and projected outlyingness
• Finite sample breakdown points of projection based multivariate location and scatter statistics
• A note on Tyler's modification of the MAD for the Stahel-Donoho estimator
• The Behavior of the Stahel-Donoho Robust Multivariate Estimator

This page was built for publication: On the moments of a stahel donoho robust multivatiate estimator