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The 50% breakdown point in simultaneous M-estimation of location and scale

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Abstract

In this paper, we investigate in which cases 50% breakdown point can be reached, in simultaneous M-estimation of location and scale. Two generalizations of Huber’s results are given and conditions for ψ, χ are obtained.

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Dasiou, D., Moyssiadis, C. The 50% breakdown point in simultaneous M-estimation of location and scale. Statistical Papers 42, 243–252 (2001). https://doi.org/10.1007/s003620100053

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  • DOI: https://doi.org/10.1007/s003620100053

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