An Alternative Definition of Finite-Sample Breakdown Point with Applications to Regression Model Estimators
- 1 September 1995
- journal article
- theory and-method
- Published by Taylor & Francis in Journal of the American Statistical Association
- Vol. 90 (431) , 1099-1106
- https://doi.org/10.1080/01621459.1995.10476613
Abstract
We propose an alternative definition of the finite-sample breakdown point. This breakdown point is invariant with respect to reparameterization and compatible with the Donoho-Huber breakdown point in linear regression situations. It also overcomes certain limitations of the definition proposed by Stromberg and Ruppert and can be used in a wide range of estimation problems. We investigate the breakdown properties of some nonlinear regression estimators. These results alert us to the danger of using familiar M estimators with data sets containing outliers and to the advantages of using estimators based on Hampel's proposal, such as S estimators.Keywords
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