Multivariate regression S-estimators for robust estimation and inference

In this paper we consider S-estimators for multivariate regression. We study the robustness of the estimators in terms of their breakdown point and influence function. Our results extend results on S-estimators in the context of univariate regression and multivariate location and scatter. Furthermore we develop a fast and robust bootstrap method for the multivariate S-estimators to obtain inference for the regression parameters. Extensive simulation studies are performed to investigate finite-sample properties. The use of the S-estimators and the fast, robust bootstrap method is illustrated on some data