Finite sample breakdown of M- and P-estimators

DOI10.1214/AOS/1176346396zbMATH Open0557.62034OpenAlexW2016307631MaRDI QIDQ761729FDOQ761729

Authors: Peter J. Huber

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1214/aos/1176346396

Recommendations

On M and P estimators that have breakdown point equal to 1/2
Breakdown properties of location \(M\)-estimators
scientific article; zbMATH DE number 1301946
On the finite sample breakdown points of redescending \(M\)-estimates of location
Breakdown points of affine equivariant estimators of multivariate location and covariance matrices

zbMATH Keywords

robustness M-estimators finite sample breakdown point properties Pitman-type estimators redescending estimators

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (46)

On the robustness of an epsilon skew extension for Burr III distribution on the real line
Title not available (Why is that?)
Finite-sample analysis of \(M\)-estimators using self-concordance
Robust regression through robust covariances
Title not available (Why is that?)
Finite sample breakdown point of Tukey's halfspace median
An Alternative Definition of Finite-Sample Breakdown Point with Application to Regression Model Estimators
Overview of robust variable selection methods for high-dimensional linear regression model
The breakdown point -- examples and counterexamples
A robust estimator of multivariate location based on projection
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Robust nonparametric regression: a review
Breakdown and groups. (With discussions and rejoinder)
Highly robust estimation of dispersion matrices
Non-asymptotic robustness analysis of regression depth median
Addendum to the discussion of ``Breakdown and groups
The Breakdown Points of the Mean Combined with Some Rejection Rules
The \(50\%\) breakdown point in simultaneous \(M\)-estimation of location and scale
Robust inference in the joint modeling of multilevel zero-inflated Poisson and Cox models
Breakdown properties of location \(M\)-estimators
Yet another breakdown point notion: EFSBP. Illustrated at scale-shape models
Two new approaches to robust estimation in time series
Some recent developments in robust estimation and tests.
On the robustness properties for maximum likelihood estimators of parameters in exponential power and generalized T distributions*
A constrained-optimization based half-quadratic algorithm for robustly Fitting sets of linearly parametrized curves
The finite sample breakdown point of PCS
Median regression for ordered discrete response
On the finite sample breakdown points of redescending \(M\)-estimates of location
Quantile estimation for a selected normal population
Outlier detection and robust estimation of scale
Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point
Differential item functioning via robust scaling
Some quantitative relationships between two types of finite sample breakdown point
Breakdown-point for spatially and temporally correlated observations
The breakdown point of the median of means tournament
A two-step robust estimation of the process mean using M-estimator
Breakdown points for redescending m-estimates of location
A generalized Catoni's M-estimator under finite \(\alpha\)-th moment assumption with \(\alpha \in (1,2)\)
A new regression model: modal linear regression
Robust simulation-based estimation
Evaluation of robust estimators applied to fluorescence assays
Asymptotic relation of M-and P-estimators of location
Breakdown points and variation exponents of robust \(M\)-estimators in linear models
On M and P estimators that have breakdown point equal to 1/2

This page was built for publication: Finite sample breakdown of M- and P-estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q761729)