The influence function of the Stahel-Donoho estimator of multivariate location and scatter

Statistics and Probability Letters

Volumn 60, Issue 4, 2002, Pages 425-435

  Gervini, Daniel ^a  

^a UNIVERSITY OF ZURICH   (Switzerland)

Author keywords

Asymptotic relative efficiency; Gross error sensitivity; Local robustness; Reweighted estimators

Indexed keywords

EID: 0037114404     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(02)00315-2     Document Type: Article

References (11)

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10. Stahel, W.A., 1981. Robust estimation: infinitesimal optimality and covariance matrix estimators. Ph.D. Thesis, ETH, Zurich.
11. Zuo, Y., Cui, H., He, X., 2002. On the Stahel-Donoho estimator and depth-weighted means of multivariate data. Unpublished manuscript.