Arbeitspapier
Convergence rates in multivariate robust outlier identification
In investigations on the behaviour of robust estimators, typically their consistency and their asymptotic normality are studied as a necessity. Their rates of convergence, however, are often given less weight. We show here that the rate of convergence of a multivariate robust estimator to its true value plays an important role when using the estimator in procedures for identifying outliers in multivariate data.
- Sprache
-
Englisch
- Erschienen in
-
Series: Technical Report ; No. 1997,10
- Thema
-
Outlier identification
Convergence rates
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Gather, Ursula
Becker, Claudia
- Ereignis
-
Veröffentlichung
- (wer)
-
Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
- (wo)
-
Dortmund
- (wann)
-
1997
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:41 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Gather, Ursula
- Becker, Claudia
- Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Entstanden
- 1997
Ähnliche Objekte (12)
Convergence Rates in Multivariate Robust Outlier Identification
The Largest Nonidentifiable Outlier : A Comparison of Multivariate Simultaneous Outlier Identification Rules
The largest nonidentifiable outlier: A comparison of multivariate simultaneous outlier identification rules
The masking breakdown point of multivariate outlier identification rules
The Masking Breakdown Point of Multivariate Outlier Identification Rules
Outlier robust small area estimation under spatial correlation
Outlier Identification Rules for Generalized Linear Models
Outlier identification rules for generalized linear models
Robust Bivariate Errors-in-Variables Regression and Outlier Detection
Robust Evaluation of Multivariate Density Forecasts
Identification of the true break date in innovational outlier unit root tests
A robust general multivariate chain ladder method
Convergence Rates in Multivariate Robust Outlier Identification
The Largest Nonidentifiable Outlier : A Comparison of Multivariate Simultaneous Outlier Identification Rules
The largest nonidentifiable outlier: A comparison of multivariate simultaneous outlier identification rules
The masking breakdown point of multivariate outlier identification rules
The Masking Breakdown Point of Multivariate Outlier Identification Rules
Outlier robust small area estimation under spatial correlation
Outlier Identification Rules for Generalized Linear Models
Outlier identification rules for generalized linear models
Robust Bivariate Errors-in-Variables Regression and Outlier Detection
Robust Evaluation of Multivariate Density Forecasts
Identification of the true break date in innovational outlier unit root tests
A robust general multivariate chain ladder method
Convergence Rates in Multivariate Robust Outlier Identification
The Largest Nonidentifiable Outlier : A Comparison of Multivariate Simultaneous Outlier Identification Rules
The largest nonidentifiable outlier: A comparison of multivariate simultaneous outlier identification rules
The masking breakdown point of multivariate outlier identification rules
The Masking Breakdown Point of Multivariate Outlier Identification Rules
Outlier robust small area estimation under spatial correlation
Outlier Identification Rules for Generalized Linear Models
Outlier identification rules for generalized linear models
Robust Bivariate Errors-in-Variables Regression and Outlier Detection
Robust Evaluation of Multivariate Density Forecasts
Identification of the true break date in innovational outlier unit root tests