Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/77249
Authors: 
Becker, Claudia
Gather, Ursula
Year of Publication: 
1998
Series/Report no.: 
Technical Report, SFB 475: Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 1998,03
Abstract: 
In their paper, Davies and Gather (1993) formalized the task of outlier identification, considering also certain performance criteria for outlier identifiers. One of those Criteria, the maximum asymptotic bias, is carried over here to multivariate outlier identifiers. We show how this term depends on the respective biases of estimators which are used to construct the identifier. It turns out that the use of high breakdown robust estimators is not sufficient to achieve outlier identifiers with bounded maximum asymptotic bias.
Subjects: 
Outlier identification
Robust statistics
Consistency
Document Type: 
Working Paper

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