An Alternative Definition of Finite-Sample Breakdown Point with Application to Regression Model Estimators
DOI10.2307/2291348zbMATH Open0851.62024OpenAlexW4212895445MaRDI QIDQ4867339FDOQ4867339
Authors: 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
Recommendations
outliers\(M\)-estimatorsloss functionreparameterization invariancefinite-sample breakdown point\(S\)-estimatorshigh breakdown estimatorsbadness measure
Point estimation (62F10) General nonlinear regression (62J02) Robustness and adaptive procedures (parametric inference) (62F35)
Cited In (14)
- Assessing robustness of classification using an angular breakdown point
- Breakdown points of trimmed likelihood estimators and related estimators in generalized linear models.
- Instrumental variable estimation based on conditional median restriction
- Quantitative robustness of instance ranking problems
- The Finite Sample Breakdown Point of \boldmath$\ell_1$-Regression
- \(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations
- Breakdown and groups. (With discussions and rejoinder)
- Breakdown properties of location \(M\)-estimators
- A note on efficient regression estimators with positive breakdown point
- Breakdown in Nonlinear Regression
- Some quantitative relationships between two types of finite sample breakdown point
- \(\sqrt n\)-consistent robust integration-based estimation
- Applied regression analysis bibliography update 1994-97
- A model selection method for S‐estimation
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