Positive-breakdown regression by minimizing nested scale estimators

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.

Breakdown Points for Maximum Likelihood Estimators of Location–scale Mixtures

ML-estimation based on mixtures of Normal distributions is a widely used tool for cluster analysis. However, a single outlier can make the parameter estimation of at least one of the mixture components break down. Among others, the estimation of mixtures of t-distributions by McLachlan and Peel [Finite Mixture Models (2000) Wiley, New York] and the addition of a further mixture component accoun...

High Breakdown Multivariate Estimators

In the literature, estimators for regression or multivariate location and dispersion that have been shown to be both consistent and high breakdown are impractical to compute. This paper gives easily computed high breakdown robust √ n consistent estimators, and the applications for these estimators are numerous. For regression, the response plot of the fitted values versus the response is shown ...

Breakdown Points for Maximum Likelihood Estimators of Location–scale Mixtures by Christian Hennig

ML-estimation based on mixtures of Normal distributions is a widely used tool for cluster analysis. However, a single outlier can make the parameter estimation of at least one of the mixture components break down. Among others, the estimation of mixtures of t-distributions by McLachlan and Peel [Finite Mixture Models (2000) Wiley, New York] and the addition of a further mixture component accoun...

SEMIPARAMETRIC ESTIMATORS IN COMPETING RISKS REGRESSION by