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

DOI10.2307/2291348MaRDI QIDQ4867339zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

outliers\(M\)-estimatorsloss functionreparameterization invariancefinite-sample breakdown point\(S\)-estimatorshigh breakdown estimatorsbadness measure

Mathematics Subject Classification ID

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

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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
• Breakdown and groups. (With discussions and rejoinder)
• \(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations
• Breakdown properties of location \(M\)-estimators
• A note on efficient regression estimators with positive breakdown point
• Breakdown in Nonlinear Regression
• \(\sqrt n\)-consistent robust integration-based estimation
• Some quantitative relationships between two types of finite sample breakdown point
• Applied regression analysis bibliography update 1994-97
• A model selection method for S‐estimation

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