On the finite sample breakdown points of redescending M-estimates of location

Zhiqiang Chen and David E. Tyler

Statistics & Probability Letters, 2004, vol. 69, issue 3, 233-242

Abstract: The finite sample breakdown points of scale equivariate redescending M-estimates of location are studied. In particular, a simple lower bound for the finite sample breakdown point of redescending M-estimates of location is given whenever the M-estimate of location is defined using the median absolute deviation about the median (MAD) as a scaling term. This lower bound is close to 0.49 for many common cases and depends on the configuration of the "good" data only through breakdown point of the MAD.

Keywords: Breakdown; point; MAD; Redescending; M-estimates (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (2)

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