Print Email Facebook Twitter Breakdown Points of Affine Equivariant Estimators of Multivariate Location and Covariance Matrices Title Breakdown Points of Affine Equivariant Estimators of Multivariate Location and Covariance Matrices Author Lopuhaa, H.P. Rousseeuw, P.J. Faculty Electrical Engineering, Mathematics and Computer Science Date 1989-04-01 Abstract Finite-sample replacement breakdown points are derived for different types of estimators of multivariate location and covariance matrices. The role of various equivariance properties is illustrated. The breakdown point is related to a measure of performance based on large deviations probabilities. Finally, we show that one-step reweighting preserves the breakdown point. To reference this document use: http://resolver.tudelft.nl/uuid:8e67fb99-7cb7-4b11-8e6a-02039c7ed1bb DOI https://doi.org/10.1214/aos/1176347978 Publisher Duke University Press Source Annals of Statistics Volume 19, Number 1 (1991), 229-248. Part of collection Institutional Repository Document type journal article Rights (c) Institute of Mathematical Statistics Files PDF Lopuhaa1euclid.pdf 1.8 MB Close viewer /islandora/object/uuid:8e67fb99-7cb7-4b11-8e6a-02039c7ed1bb/datastream/OBJ/view