On the Optimality of Multivariate S‐Estimators
Work
Year: 2010
Type: article
Abstract: . In this article, we maximize the efficiency of a multivariate S‐estimator under a constraint on the breakdown point. In the linear regression model, it is known that the highest possible efficiency ... more
Institutions Tilburg University, KU Leuven, Université Libre de Bruxelles
Cites: 16
Cited by: 3
Related to: 10
FWCI: 0.215
Citation percentile (by year/subfield): 49.48
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green