Breakdown points of Cauchy regression-scale estimators

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.

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Year of publication:	2002
Authors:	Mizera, Ivan ; Müller, Christine H.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 57.2002, 1, p. 79-89
Publisher:	Elsevier
Keywords:	Breakdown point Explosion Implosion Cauchy maximum likelihood M-estimator Simultaneous estimation of regression and scale parameters

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005254503