Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151739 | Statistics & Probability Letters | 2014 | 7 Pages |
Abstract
The Projection Congruent Subset (PCS) is a new method for finding multivariate outliers. PCS returns an outlyingness index which can be used to construct affine equivariant estimates of multivariate location and scatter. In this note, we derive the finite sample breakdown point of these estimators.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Eric Schmitt, Viktoria Öllerer, Kaveh Vakili,