Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
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Publication:809505
DOI10.1214/aos/1176347978zbMath0733.62058OpenAlexW2136179595WikidataQ29301746 ScholiaQ29301746MaRDI QIDQ809505
Hendrik P. Lopuhaä, Peter J. Rousseeuw
Publication date: 1991
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176347978
outliersupper boundS-estimatorslocation estimatorweighted meanlarge deviation probabilitiesminimum volume ellipsoidtails of distributionsaffine equivariant estimatorsfinite-sample replacement breakdown pointmeasure of performanceone-step reweightingtranslation equivariant location estimatorweighted covariance
Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)
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