The influence function of the Stahel--Donoho estimator of multivariate location and scatter.
type: Item
instance of: scholarly article
title: The influence function of the Stahel--Donoho estimator of multivariate location and scatter.
zbMATH Open document ID: 1056.62067
DOI: 10.1016/S0167-7152(02)00315-2
author: Daniel Gervini
published in: Statistics \& Probability Letters
publication date: 2003-05-07T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62F35
zbMATH DE Number: 1907019
zbMATH Keywords: Asymptotic relative efficiency
zbMATH Keywords: Gross-error sensitivity
zbMATH Keywords: Local robustness
zbMATH Keywords: Reweighted estimators
MaRDI profile type: Publication
cites work: Q4265493
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cites work: Q3723487
cites work: Constrained \(M\)-estimation for multivariate location and scatter
cites work: Asymptotics of reweighted estimators of multivariate location and scatter
cites work: The Behavior of the Stahel-Donoho Robust Multivariate Estimator
cites work: On the Stahel-Donoho estimator and depth-weighted means of multivariate data.
Wikidata QID: Q58194167
description: scientific article; zbMATH DE number 1907019