Abstract:
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.
Registro:
Documento: |
Artículo
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Título: | The breakdown point of simultaneous general M estimates of regression and scale |
Autor: | Maronna, R.A.; Yohai, V.J. |
Filiación: | Departamento de Matemática, Universidad de La Plata, Calle 50 y 115, La Plata, 1900, Argentina C.I.C.P.B.A., La Plata, Argentina Departamento de Matemática, Universidad de Buenos Aires, Ciudad Universitaria, Pabellón 1, Buenos Aires, 1426, Argentina CONICET, Buenos Aires, Argentina
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Palabras clave: | Robust estimates |
Año: | 1991
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Volumen: | 86
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Número: | 415
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Página de inicio: | 699
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Página de fin: | 703
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DOI: |
http://dx.doi.org/10.1080/01621459.1991.10475097 |
Título revista: | Journal of the American Statistical Association
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Título revista abreviado: | J. Am. Stat. Assoc.
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ISSN: | 01621459
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Registro: | https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_01621459_v86_n415_p699_Maronna |
Referencias:
- Brent, R., (1973) Algorithms for Minimization without Derivatives, , En-glewood Cliffs, NJ: Prentice-Hall
- Donoho, D.L., (1982) Breakdown Properties of Multivariate Location Estimators, , Ph.D. qualifying paper, Harvard University, Dept. of Statistics
- Hampel, F.R., A General Definition of Qualitative Robustness (1971) Annals of Mathematical Statistics, 42, pp. 1887-1896
- Hampel, F.R., Ronchetti, E.M., Rousseeuw, P.J., Stahel, W.A., (1986) Robust Statistics: The Approach Based on Influence Functions, , New York: John Wiley
- Huber, P.J., (1981) Robust Statistics, , New York: John Wiley
- Krasker, W.S., Welsch, R.E., Efficient Bounded-Influence Regression Estimation (1982) Journal of the American Statistical Association, 77, pp. 595-603
- Maronna, R., Robust M-Estimators of Multivariate Location and Scatter (1976) The Annals of Statistics, 4, pp. 51-67
- Maronna, R.A., Bustos, O., Yohai, V.J., Bias- and Efficiency-Robustness of General M-Estimators for Regression With Random Carriers (1979) Smoothing Techniques for Curve Estimation, , (Lecture Notes in Mathematics 757), eds. T. Gasser and J. M. Rossenblat, New York: Springer-Verlag
- Maronna, R.A., Yohai, V.J., Asymptotic Behavior of General M-Estimates for Regression and Scale With Random Carriers (1981) Zeitschrift für Wahrscheinlichkeitstheorie Und Verwandte Gebiete, 58, pp. 7-20
- Rao, C.R., (1965) Linear Statistical Inference and Its Applications, , New York: John Wiley
- Rousseeuw, P.J., Leroy, A.M., (1987) Robust Regression and Outlier Detection, , New York: John Wiley
Citas:
---------- APA ----------
Maronna, R.A. & Yohai, V.J.
(1991)
. The breakdown point of simultaneous general M estimates of regression and scale. Journal of the American Statistical Association, 86(415), 699-703.
http://dx.doi.org/10.1080/01621459.1991.10475097---------- CHICAGO ----------
Maronna, R.A., Yohai, V.J.
"The breakdown point of simultaneous general M estimates of regression and scale"
. Journal of the American Statistical Association 86, no. 415
(1991) : 699-703.
http://dx.doi.org/10.1080/01621459.1991.10475097---------- MLA ----------
Maronna, R.A., Yohai, V.J.
"The breakdown point of simultaneous general M estimates of regression and scale"
. Journal of the American Statistical Association, vol. 86, no. 415, 1991, pp. 699-703.
http://dx.doi.org/10.1080/01621459.1991.10475097---------- VANCOUVER ----------
Maronna, R.A., Yohai, V.J. The breakdown point of simultaneous general M estimates of regression and scale. J. Am. Stat. Assoc. 1991;86(415):699-703.
http://dx.doi.org/10.1080/01621459.1991.10475097