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Breakdown properties of location M-estimators
Zhang, J; Li, GY
1998-06-01
Source PublicationANNALS OF STATISTICS
ISSN0090-5364
Volume26Issue:3Pages:1170-1189
AbstractIn 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.
Keywordsample breakdown point redescending M-estimator asymptotics
Language英语
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000079135500019
PublisherINST MATHEMATICAL STATISTICS
Citation statistics
Cited Times:14[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/14034
Collection中国科学院数学与系统科学研究院
AffiliationAcad 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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