Breakdown points of Cauchy regression-scale estimators

Ivan Mizera and Christine H. Müller

Statistics & Probability Letters, 2002, vol. 57, issue 1, 79-89

Abstract: The lower bounds for the explosion and implosion breakdown points of the simultaneous Cauchy M-estimator (Cauchy MLE) of the regression and scale parameters are derived. For appropriate tuning constants, the breakdown point attains the maximum possible value.

Keywords: Breakdown; point; Explosion; Implosion; Cauchy; maximum; likelihood; M-estimator; Simultaneous; estimation; of; regression; and; scale; parameters (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (5)

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