Breakdown properties of location \(M\)-estimators

DOI10.1214/aos/1024691093zbMath0929.62031OpenAlexW2061410709MaRDI QIDQ1807118

Jian Zhang, Guo-Ying Li

Publication date: 9 November 1999

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1024691093

zbMATH Keywords

redescending \(M\)-estimatorssample breakdown points

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (12)

Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis ⋮ Breakdown points for maximum likelihood estimators of location-scale mixtures ⋮ On the robustness properties for maximum likelihood estimators of parameters in exponential power and generalized T distributions* ⋮ Robust estimation of mean and covariance for longitudinal data with dropouts ⋮ On Two Types of Breakdown Points of WeightedL²-median ⋮ Robust estimation of covariance parameters in partial linear model for longitudinal data ⋮ Some extensions of Tukey's depth function ⋮ Some quantitative relationships between two types of finite sample breakdown point ⋮ Large sample and robust properties of \(\widetilde {L} ^{2}\)-median ⋮ On the finite sample breakdown points of redescending \(M\)-estimates of location ⋮ Comprehensive Definitions of Breakdown Points for Independent and Dependent Observations ⋮ A robust estimator of multivariate location based on projection

Cites Work

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• Breakdown Robustness of Tests
• Breakdown bounds and expected test resistance
• Tail Behavior of Regression Estimators and their Breakdown Points
• Breakdown in Nonlinear Regression
• The Optimal Breakdown M-Test and Score Test
• An Alternative Definition of Finite-Sample Breakdown Point with Application to Regression Model Estimators
• A General Qualitative Definition of Robustness
• Robust Statistics
• Convergence of stochastic processes

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