International Conference on Robust Statistics location:VORAU: AUSTRIA date:JUL 23-27, 2001
The least trimmed squares estimator and the minimum covari-
ance determinant estimator  are frequently used robust estimators of re-
gression and of location and scatter. Consistency factors can be computed
for both methods to make the estimators consistent at the normal model.
However, for small data sets these factors do not make the estimator un-
biased. Based on simulation studies we therefore construct formulas which
allow us to compute small sample correction factors for all sample sizes and
dimensions without having to carry out any new simulations. We give some
examples to illustrate the effect of the correction factor.