Croux, C.; Dehon, C.; Yadine, A. - Tilburg University, Center for Economic Research - 2010
In this paper 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 of a maximum breakdown S-estimator is … a maxi- mum breakdown S-estimator of location and scatter can get arbitrarily close to 100%, by an appropriate selection …