An Alternative Definition of Finite-Sample Breakdown Point with Application to Regression Model Estimators

DOI10.2307/2291348zbMath0851.62024OpenAlexW4212895445MaRDI QIDQ4867339

Shinichi Sakata, Halbert White

Publication date: 11 November 1996

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2291348

zbMATH Keywords

outliersloss function\(M\)-estimatorsreparameterization invariancefinite-sample breakdown point\(S\)-estimatorshigh breakdown estimatorsbadness measure

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) General nonlinear regression (62J02)

Related Items (10)

Instrumental variable estimation based on conditional median restriction ⋮ Quantitative robustness of instance ranking problems ⋮ \(\sqrt n\)-consistent robust integration-based estimation ⋮ Breakdown points of trimmed likelihood estimators and related estimators in generalized linear models. ⋮ Assessing robustness of classification using an angular breakdown point ⋮ \(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations ⋮ A model selection method for S‐estimation ⋮ Breakdown properties of location \(M\)-estimators ⋮ Applied regression analysis bibliography update 1994-97 ⋮ Breakdown and groups. (With discussions and rejoinder)

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