The Maximum Asymptotic Bias of Outlier Identi
نویسنده
چکیده
In their paper, Davies and Gather (1993) formalized the task of outlier identiica-tion, considering also certain performance criteria for outlier identiiers. One of those criteria, the maximum asymptotic bias, is carried over here to multivariate outlier identiiers. We show how this term depends on the respective biases of estimators which are used to construct the identiier. It turns out that the use of high-breakdown robust estimators is not suucient to achieve outlier identiiers with bounded maximum asymptotic bias.
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