THE BREAKDOWN POINT OF SIMULTANEOUS GENERAL M-ESTIMATES OF REGRESSION AND SCALE

被引：15

作者：

MARONNA, RA

YOHAI, VJ

机构：

[1] UNIV BUENOS AIRES,FAC CIENCIAS EXACTAS & NAT,DEPT MATEMAT,RA-1426 BUENOS AIRES,ARGENTINA

[2] CONSEJO NACL INVEST CIENT & TECN,BUENOS AIRES,ARGENTINA

[3] COMIS INVEST CIENT PROV BUENOS AIRES,LA PLATA,ARGENTINA

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1991年 / 86卷 / 415期

关键词：

ROBUST ESTIMATES;

D O I：

10.2307/2290400

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This article deals with the breakdown point epsilon-* of simultaneous general M estimates (theta-triple over dot, sigma-triple over dot) of the regression parameter vector-theta and scale parameter sigma-of a linear model. A general expression for epsilon-* is derived and its numerical values are computed for the case in which the carriers have a normal distribution. The numerical results show the epsilon-* is in general much lower than the minimum of the breakdown points of theta-triple over dot with sigma-known and of sigma-triple over dot with theta-known. The values of epsilon-* for some real and simulated data sets are also given.

引用

页码：699 / 703

页数：5

共 11 条

[1]

[Anonymous], 2003, ROBUST REGRESSION OU

[2]

Brent R. P., 1973, ALGORITHMS MINIMIZAT

[3]

Donoho D.L., 1982, BREAKDOWN PROPERTIES

[4] GENERAL QUALITATIVE DEFINITION OF ROBUSTNESS [J].

HAMPEL, FR .

ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (06) :1887-&

[5]

HAMPEL FR, 1986, ROBUST STATISTICS AP

[6]

Huber PJ., 1981, ROBUST STATISTICS

[7] EFFICIENT BOUNDED-INFLUENCE REGRESSION ESTIMATION [J].

KRASKER, WS ;

WELSCH, RE .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1982, 77 (379) :595-604

[8] ROBUST M-ESTIMATORS OF MULTIVARIATE LOCATION AND SCATTER [J].

MARONNA, RA .

ANNALS OF STATISTICS, 1976, 4 (01) :51-67

[9] ASYMPTOTIC-BEHAVIOR OF GENERAL M-ESTIMATES FOR REGRESSION AND SCALE WITH RANDOM CARRIERS [J].

MARONNA, RA ;

YOHAI, VJ .

ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1981, 58 (01) :7-20

[10]

MARONNA RA, 1979, LECTURE NOTES MATH, V757

← 1 2 →