On the finite sample breakdown points of redescending M-estimates of location
The finite sample breakdown points of scale equivariate redescending M-estimates of location are studied. In particular, a simple lower bound for the finite sample breakdown point of redescending M-estimates of location is given whenever the M-estimate of location is defined using the median absolute deviation about the median (MAD) as a scaling term. This lower bound is close to 0.49 for many common cases and depends on the configuration of the "good" data only through breakdown point of the MAD.
Year of publication: |
2004
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Authors: | Chen, Zhiqiang ; E. Tyler, David |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 69.2004, 3, p. 233-242
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Publisher: |
Elsevier |
Subject: | Breakdown point MAD Redescending M-estimates |
Saved in:
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