Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/77244
Authors: 
Gather, Ursula
Becker, Claudia
Year of Publication: 
1997
Series/Report no.: 
Technical Report, SFB 475: Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 1997,10
Abstract: 
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.
Subjects: 
Outlier identification
Convergence rates
Document Type: 
Working Paper

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