KMS Of Academy of mathematics and systems sciences, CAS
| Breakdown properties of location M-estimators | |
| Zhang, J; Li, GY | |
| 1998-06-01 | |
| Source Publication | ANNALS OF STATISTICS
 |
| ISSN | 0090-5364 |
| Volume | 26Issue:3Pages:1170-1189 |
| Abstract | In this article, we consider the asymptotic behavior of three kinds of sample breakdown points. It is shown that for the location M-estimator with bounded objective function, both the addition sample breakdown point and the simplified replacement sample breakdown point strongly converge to the gross-error asymptotic breakdown point, whereas the replacement sample breakdown point strongly converges to a smaller value. In addition, it is proved that under some regularity conditions these sample breakdown points are asymptotically normal. The addition sample breakdown point has a smaller asymptotic variance than the simplified replacement sample breakdown point. For the commonly used redescending M-estimators of location, numerical results indicate that among the three kinds of sample breakdown points, the replacement sample breakdown point has the largest asymptotic variance. |
| Keyword | sample breakdown point redescending M-estimator asymptotics |
| Language | 英语 |
| WOS Research Area | Mathematics |
| WOS Subject | Statistics & Probability |
| WOS ID | WOS:000079135500019 |
| Publisher | INST MATHEMATICAL STATISTICS |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/14034 |
| Collection | 中国科学院数学与系统科学研究院 |
| Corresponding Author | Zhang, J |
| Affiliation | Acad Sinica, Inst Syst Sci, Beijing 100080, Peoples R China |
| Recommended Citation GB/T 7714 | Zhang, J,Li, GY. Breakdown properties of location M-estimators[J]. ANNALS OF STATISTICS,1998,26(3):1170-1189. |
| APA | Zhang, J,&Li, GY.(1998).Breakdown properties of location M-estimators.ANNALS OF STATISTICS,26(3),1170-1189. |
| MLA | Zhang, J,et al."Breakdown properties of location M-estimators".ANNALS OF STATISTICS 26.3(1998):1170-1189. |
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