The Behavior of the Stahel-Donoho Robust Multivariate Estimator

DOI10.2307/2291158zbMath0820.62050OpenAlexW4230002094MaRDI QIDQ4836996

Víctor J. Yohai, Ricardo Antonio Maronna

Publication date: 14 September 1995

Full work available at URL: https://doi.org/10.2307/2291158

simulation consistency asymptotic bias projection methods normal weighted mean multivariate location and scatter Cauchy distributions high breakdown point minimum volume ellipsoid estimator Stahel-Donoho estimators bias robustness detecting outliers weighted covariance matrix point mass contamination

Mathematics Subject Classification ID

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

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