Breakdown points of Cauchy regression-scale estimators

DOI10.1016/S0167-7152(02)00057-3zbMath1039.62025MaRDI QIDQ1613042

Christine H. Müller, Ivan Mizera

Publication date: 5 September 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

\(M\)-estimatorbreakdown pointexplosionimplosionCauchy maximum likelihoodsimultaneous estimation of regression and scale parameters

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

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• On the unimodality of the likelihood for the Cauchy distribution
• Alternatives to the Median Absolute Deviation
• Breakdown points of t-type regression estimators
• Robust Statistics

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