Breakdown points of Cauchy regression-scale estimators
AbstractThe 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.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 57 (2002)
Issue (Month): 1 (March)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- He, Xuming, et al, 1990. "Tail Behavior of Regression Estimators and Their Breakdown Points," Econometrica, Econometric Society, vol. 58(5), pages 1195-1214, September.
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