Riani, Marco; Cerioli, Andrea; Torti, Francesca - In: TEST: An Official Journal of the Spanish Society of … 23 (2014) 2, pp. 356-387
We tackle the problem of obtaining the consistency factors of robust S-estimators of location and scale both in regression and multivariate analysis. We provide theoretical results, proving new formulae for their calculation and shedding light on the relationship between these factors and...