On the finite sample breakdown points of redescending M-estimates of location
AbstractThe finite sample breakdown points of scale equivariate redescending M-estimates of location are studied. In particular, a simple lower bound for the finite sample breakdown point of redescending M-estimates of location is given whenever the M-estimate of location is defined using the median absolute deviation about the median (MAD) as a scaling term. This lower bound is close to 0.49 for many common cases and depends on the configuration of the "good" data only through breakdown point of the MAD.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 69 (2004)
Issue (Month): 3 (September)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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