A note on efficient regression estimators with positive breakdown point

S. Morgenthaler

Statistics & Probability Letters, 1991, vol. 11, issue 6, 469-472

Abstract: In this note we prove that for certain types of regression estimators with positive breakdown point, the finite sample efficiencies can be arbitrarily low when the design is unfavorable. In particular, the estimator proposed by Yohai and Zamar (1988), which is asymptotically efficient when the errors are normal, falls in this category.

Date: 1991
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