The breakdown point of simultaneous general M estimates of regression and scale
This article deals with the breakdown point ε* of simultaneous general M estimates (Equation presented) of the regression parameter vector θ and scale parameter σ of a linear model. A general expression for ε* is derived and its numerical values are computed for the case in which the carriers have a...
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todo:paper_01621459_v86_n415_p699_Maronna2023-10-03T15:01:34Z The breakdown point of simultaneous general M estimates of regression and scale Maronna, R.A. Yohai, V.J. Robust estimates This article deals with the breakdown point ε* of simultaneous general M estimates (Equation presented) of the regression parameter vector θ and scale parameter σ of a linear model. A general expression for ε* is derived and its numerical values are computed for the case in which the carriers have a normal distribution. The numerical results show that ε* is in general much lower than the minimum of the breakdown points of (Equation presented) with σ known and of (Equation presented) with θ known. The values of ∈* for some real and simulated data sets are also given. © 1991 Taylor & Francis Group, LLC. JOUR info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/2.5/ar http://hdl.handle.net/20.500.12110/paper_01621459_v86_n415_p699_Maronna |
| institution |
Universidad de Buenos Aires |
| institution_str |
I-28 |
| repository_str |
R-134 |
| collection |
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) |
| topic |
Robust estimates |
| spellingShingle |
Robust estimates Maronna, R.A. Yohai, V.J. The breakdown point of simultaneous general M estimates of regression and scale |
| topic_facet |
Robust estimates |
| description |
This article deals with the breakdown point ε* of simultaneous general M estimates (Equation presented) of the regression parameter vector θ and scale parameter σ of a linear model. A general expression for ε* is derived and its numerical values are computed for the case in which the carriers have a normal distribution. The numerical results show that ε* is in general much lower than the minimum of the breakdown points of (Equation presented) with σ known and of (Equation presented) with θ known. The values of ∈* for some real and simulated data sets are also given. © 1991 Taylor & Francis Group, LLC. |
| format |
JOUR |
| author |
Maronna, R.A. Yohai, V.J. |
| author_facet |
Maronna, R.A. Yohai, V.J. |
| author_sort |
Maronna, R.A. |
| title |
The breakdown point of simultaneous general M estimates of regression and scale |
| title_short |
The breakdown point of simultaneous general M estimates of regression and scale |
| title_full |
The breakdown point of simultaneous general M estimates of regression and scale |
| title_fullStr |
The breakdown point of simultaneous general M estimates of regression and scale |
| title_full_unstemmed |
The breakdown point of simultaneous general M estimates of regression and scale |
| title_sort |
breakdown point of simultaneous general m estimates of regression and scale |
| url |
http://hdl.handle.net/20.500.12110/paper_01621459_v86_n415_p699_Maronna |
| work_keys_str_mv |
AT maronnara thebreakdownpointofsimultaneousgeneralmestimatesofregressionandscale AT yohaivj thebreakdownpointofsimultaneousgeneralmestimatesofregressionandscale AT maronnara breakdownpointofsimultaneousgeneralmestimatesofregressionandscale AT yohaivj breakdownpointofsimultaneousgeneralmestimatesofregressionandscale |
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1807317769179365376 |