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Gather, Ursula
Becker, Claudia
Year of Publication: 
Series/Report no.: 
Technical Report 1997,10
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.
Outlier identification
Convergence rates
Document Type: 
Working Paper
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