On the finite sample breakdown points of redescending \(M\)-estimates of location

DOI10.1016/j.spl.2004.06.007zbMath1062.62037OpenAlexW2031632173MaRDI QIDQ1771458

Xianqiang Yang

Publication date: 21 April 2005

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

Full work available at URL: https://doi.org/10.1016/j.spl.2004.06.007

zbMATH Keywords

MADBreakdown pointRedescending \(M\)-estimates

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

Generalized Mahalanobis depth in the reproducing kernel Hilbert space ⋮ A smoothing principle for the Huber and other location \(M\)-estimators ⋮ Tensor-based projection depth ⋮ Breakdown and groups. (With discussions and rejoinder)

Cites Work

• Finite sample breakdown of M- and P-estimators
• A note on Tyler's modification of the MAD for the Stahel-Donoho estimator
• Breakdown properties of location \(M\)-estimators
• Tail Behavior of Regression Estimators and their Breakdown Points
• Robust regression using iteratively reweighted least-squares
• A General Qualitative Definition of Robustness
• Robust Estimates of Location: Survey and Advances
• Robust Statistics
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