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On M and P estimators that have breakdown point equal to

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  • Chao, Min-Te

Abstract

For a data cloud in Ep and M-estimator is defined with respect to a function [varrho] that satisfies the triangular inequality. In general, both M- and P-estimators can be defined over Ep for a certain function [varrho]. In this paper we show that if then the corresponding [varrho] function for the M- and P-estimators must satisfy a condition slightly weaker than the triangular inequality.

Suggested Citation

  • Chao, Min-Te, 1986. "On M and P estimators that have breakdown point equal to," Statistics & Probability Letters, Elsevier, vol. 4(3), pages 127-131, April.
    • Handle: RePEc:eee:stapro:v:4:y:1986:i:3:p:127-131
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