Finite Sample Breakdown Points of Projection Based Multivariate Location and Scatter Statistics
نویسندگان
چکیده
منابع مشابه
Multivariate Location Estimators with the Best Possible Finite Sample Breakdown
The sample mean has long been used as an estimator of a location pa rameter in statistical data analysis and inference Though attractive from many viewpoints it su ers from an extreme sensitivity to outliers The median has been adopted as a more robust location estimator in one dimension it will not break down even if up to half of the data points are bad Another desirable property of the media...
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The sample mean vector and the sample covariance matrix are the corner stone of the classical multivariate analysis. They are optimal when the underlying data are normal. They, however, are notorious for being extremely sensitive to outliers and heavy tailed noise data. This article surveys robust alternatives of these classical location and scatter estimators and discusses their applications t...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1994
ISSN: 0090-5364
DOI: 10.1214/aos/1176325510