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The finite sample breakdown point of PCS
Institution:1. Afdeling Statistiek, Celestijnenlaan 200b - bus 2400, 3001 Leuven, Belgium;2. Faculty of Business and Economics, ORSTAT, KU Leuven, Belgium;1. Mathematical Sciences Center and Tsinghua Center for Statistics Science, Tsinghua University, Beijing 100084, China;2. School of Economics and Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, Xiamen 361005, China;3. School of Business, Renmin University of China, Beijing 100084, China;1. University of Pittsburgh, United States;2. University of Haifa, Israel
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.
Keywords:Breakdown point  Robust estimation  Multivariate statistics
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