Convergence rates in multivariate robust outlier identification

In investigations on the behaviour of robust estimators, typically their consistency and their asymptotic normality are studied as a necessity. Their rates of convergence, however, are often given less weight. We show here that the rate of convergence of a multivariate robust estimator to its true value plays an important role when using the estimator in procedures for identifying outliers in multivariate data.

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Year of publication:	1997
Authors:	Gather, Ursula ; Becker, Claudia
Publisher:	Dortmund : Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Subject:	Outlier identification \| Convergence rates

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Series:	Technical Report ; 1997,10
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	816123950 [GVK] hdl:10419/77244 [Handle] RePEc:zbw:sfb475:199710 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010316587