A small-sample correction factor for S-estimators

DOI10.1080/00949655.2013.845891zbMath1457.62150OpenAlexW1992253286MaRDI QIDQ5220755

Meltem Ekiz, O. Ufuk Ekiz

Publication date: 27 March 2020

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

Full work available at URL: https://doi.org/10.1080/00949655.2013.845891

zbMATH Keywords

robust statisticsoutlierMahalanobis distanceS-estimatorsmall-sample correction factor

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric robustness (62G35)

Related Items (1)

Outlier detection with Mahalanobis square distance: incorporating small sample correction factor

Uses Software

• robustbase

Cites Work

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• Robust statistic for the one-way MANOVA
• Small sample corrections for LTS and MCD
• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• The asymptotics of S-estimators in the linear regression model
• Finding an Unknown Number of Multivariate Outliers
• Robust and Efficient One-Way MANOVA Tests
• Robust Statistics

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