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A resistant estimator of multivariate location and dispersion

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  • Olive, David J.

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  • Olive, David J., 2004. "A resistant estimator of multivariate location and dispersion," Computational Statistics & Data Analysis, Elsevier, vol. 46(1), pages 93-102, May.
    • Handle: RePEc:eee:csdana:v:46:y:2004:i:1:p:93-102
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    References listed on IDEAS

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    1. Wang N. & Raftery A.E., 2002. "Nearest-Neighbor Variance Estimation (NNVE): Robust Covariance Estimation via Nearest-Neighbor Cleaning," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 994-1019, December.
    2. Arcones, Miguel A., 1995. "Asymptotic normality of multivariate trimmed means," Statistics & Probability Letters, Elsevier, vol. 25(1), pages 43-53, October.
    3. Hawkins D. M. & Olive D. J., 2002. "Inconsistency of Resampling Algorithms for High-Breakdown Regression Estimators and a New Algorithm," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 136-159, March.
    4. He, Xuming, 1991. "A local breakdown property of robust tests in linear regression," Journal of Multivariate Analysis, Elsevier, vol. 38(2), pages 294-305, August.
    5. Kim, Jeankyung, 2000. "Rate of convergence of depth contours: with application to a multivariate metrically trimmed mean," Statistics & Probability Letters, Elsevier, vol. 49(4), pages 393-400, October.
    6. Zuo, Yijun, 2001. "Some quantitative relationships between two types of finite sample breakdown point," Statistics & Probability Letters, Elsevier, vol. 51(4), pages 369-375, February.
    7. Hawkins, Douglas M. & Olive, David J., 1999. "Improved feasible solution algorithms for high breakdown estimation," Computational Statistics & Data Analysis, Elsevier, vol. 30(1), pages 1-11, March.
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    Cited by:

    1. Stephane Heritier & Maria-Pia Victoria-Feser, 2018. "Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 27(4), pages 595-602, December.

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