Please use this identifier to cite or link to this item: 
Year of Publication: 
Series/Report no.: 
Technical Report No. 1997,10
Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen, Dortmund
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

Files in This Item:
99.55 kB
164.81 kB

Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.