The Annals of Statistics, Vol. 30, No. 6 (Dec., 2002), pp. 1760-1781 (22 pages) In this paper we study the maximum asymptotic bias of the projection estimate for multivariate location based on ...
We discuss the robustness and asymptotic behaviour of Ï„-estimators for multivariate location and scatter. We show that Ï„-estimators correspond to multivariate M-estimators defined by a weighted ...