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Breakdown points of Cauchy regression-scale estimators

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  • Mizera, Ivan
  • Müller, Christine H.

Abstract

The 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.

Suggested Citation

  • Mizera, Ivan & Müller, Christine H., 2002. "Breakdown points of Cauchy regression-scale estimators," Statistics & Probability Letters, Elsevier, vol. 57(1), pages 79-89, March.
    • Handle: RePEc:eee:stapro:v:57:y:2002:i:1:p:79-89
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    References listed on IDEAS

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    1. 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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