Finite Sample Breakdown of PCS
Statistics Theory
2014-07-30 v3 Statistics Theory
Abstract
The Projection Congruent Subset (PCS) is 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.
Keywords
Cite
@article{arxiv.1402.2986,
title = {Finite Sample Breakdown of PCS},
author = {Eric Schmitt and Viktoria Oellerer and Kaveh Vakili},
journal= {arXiv preprint arXiv:1402.2986},
year = {2014}
}
Comments
14 pages, 2 figures