The finite sample breakdown point of PCS

DOI10.1016/j.spl.2014.07.026zbMath1320.62125arXiv1402.2986OpenAlexW2035755056MaRDI QIDQ467029

Viktoria Öllerer, Eric Schmitt, Kaveh Vakili

Publication date: 3 November 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1402.2986

zbMATH Keywords

multivariate statisticsbreakdown pointrobust estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric robustness (62G35) Statistics of extreme values; tail inference (62G32)

Related Items (1)

The FastHCS algorithm for robust PCA

Uses Software

• robustbase
• FastPCS

Cites Work

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• Finding multivariate outliers with FastPCS
• A new projection estimate for multivariate location with minimax bias
• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Bias-robust estimators of multivariate scatter based on projections
• Finite sample breakdown points of projection based multivariate location and scatter statistics
• Projection estimates of multivariate location
• Robust Statistics

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