ITEM METADATA RECORD
Title: The Finite Sample Breakdown Point of PCS
Authors: Schmitt, Eric ×
Ă–llerer, Viktoria
Vakili, Kaveh #
Issue Date: 2014
Publisher: North-Holland Pub. Co.
Series Title: Statistics & Probability Letters vol:94 pages:214-220
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.
ISSN: 0167-7152
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Statistics Section
Research Center for Operations Research and Business Statistics (ORSTAT), Leuven
× corresponding author
# (joint) last author

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