Breakdown properties of location M-estimators

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	Breakdown properties of location M-estimators
	Zhang, J; Li, GY
	1998-06-01
发表期刊	ANNALS OF STATISTICS
ISSN	0090-5364
卷号	26 期号:3 页码:1170-1189
摘要	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.
关键词	sample breakdown point redescending M-estimator asymptotics
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000079135500019
出版者	INST MATHEMATICAL STATISTICS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/14034
专题	中国科学院数学与系统科学研究院
通讯作者	Zhang, J
作者单位	Acad Sinica, Inst Syst Sci, Beijing 100080, Peoples R China
推荐引用方式 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.