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Controlling the size of multivariate outlier tests with the MCD estimator of scatter

✍ Scribed by Andrea Cerioli; Marco Riani; Anthony C. Atkinson

Book ID
106537219
Publisher
Springer US
Year
2008
Tongue
English
Weight
502 KB
Volume
19
Category
Article
ISSN
0960-3174

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This article derives the in uence function of the Stahel-Donoho estimator of multivariate location and scatter for elliptical distributions. Local robustness and asymptotic relative e ciency are studied. The expressions obtained for the in uence functions coincide with those of one-step reweighted e