On M and P estimators that have breakdown point equal to
For a data cloud in Ep and M-estimator is defined with respect to a function [varrho] that satisfies the triangular inequality. In general, both M- and P-estimators can be defined over Ep for a certain function [varrho]. In this paper we show that if then the corresponding [varrho] function for the M- and P-estimators must satisfy a condition slightly weaker than the triangular inequality.
Year of publication: |
1986
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Authors: | Chao, Min-Te |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 4.1986, 3, p. 127-131
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Publisher: |
Elsevier |
Subject: | M-estimator P-estimator breakdown point median |
Saved in:
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