A note on high-breakdown estimators

Leonard A. Stefanski

Statistics & Probability Letters, 1991, vol. 11, issue 4, 353-358

Abstract: It is shown that regression-equivariant high-breakdown estimators necessarily possess the exact-fit property as defined by Yohai and Zamar (1987). Examples are give showing that estimators possessing the exact-fit property can exhibit unusual finite-sample behavior.

Keywords: Breakdown; point; efficiency; equivariance; exact-fit; property; and; robust; regression (search for similar items in EconPapers)
Date: 1991
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