Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/102671
Title: A local breakdown property of robust tests in linear regression
Authors: He, X. 
Keywords: Breakdown slope
influence function
linear regression
robust estimation
S-estimator
test statistic
Issue Date: Aug-1991
Source: He, X. (1991-08). A local breakdown property of robust tests in linear regression. Journal of Multivariate Analysis 38 (2) : 294-305. ScholarBank@NUS Repository.
Abstract: The breakdown slope, as a useful summary measure of local stability for estimators and test statistics, has been studied recently by He, Simpson, and Protnoy (1990, J. Amer. Statist. Assoc., 85). It is shown here that all regression estimates based on residuals alone in linear models have zero breakdown slopes in contamination neighborhoods, even though they can have breakdown points as high as one-half. The breakdown functions of tests based on the S-estimation are investigated. It is also shown that the Generalized M-estimators can have better local breakdown robustness. One way to obtain regression estimators with desirable local and global breakdown properties is discussed. © 1991.
Source Title: Journal of Multivariate Analysis
URI: http://scholarbank.nus.edu.sg/handle/10635/102671
ISSN: 0047259X
Appears in Collections:Staff Publications

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