The finite sample breakdown point of PCS

The Projection Congruent Subset (PCS) is a new method for finding multivariate outliers. PCS returns an outlyingness index which can be used to construct affine equivariant estimates of multivariate location and scatter. In this note, we derive the finite sample breakdown point of these estimators.

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Year of publication:	2014
Authors:	Schmitt, Eric ; Öllerer, Viktoria ; Vakili, Kaveh
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 94.2014, C, p. 214-220
Publisher:	Elsevier
Subject:	Breakdown point \| Robust estimation \| Multivariate statistics

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011039851