Finite sample breakdown point
WebA breakdown point is the point after which an estimator becomes useless. It is a measure of robustness; The larger the breakdown point, the better the estimator. If an estimator … WebThe sample space for the experiment of a toss of a coin is a finite sample space. It has only two sample points. But the sample space for the experiment where the coin is …
Finite sample breakdown point
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WebDonoho-Huber finite sample breakdown point based on a finite sample measure of estimator tail behavior. Following Jureckova (1981) we ask, what happens to the probability that an estimator departs from its population counterpart as the size of the departure tends to infinity? Throughout the investigation the sample size is treated as fixed. WebFeb 17, 2012 · Several authors mentioned that using estimators with low finite-sample breakdown point is not recommended for identifying outliers. To give a formal explanation, we investigate how the finite-sample breakdown points of estimators used in these identification rules influence the masking behavior of the rules.
Webthe exception of Donoho's (1982) results on the finite sample breakdown point of the Stahel-Donoho statistics when the univariate location and scale statistic is taken to be, respectively, the median and the median absolute deviation about the median (M.A.D.). In this paper, the finite sample breakdown points of the Stahel-Donoho WebWe compute the finite-sample breakdown point of /Î//L (t) to evaluate its robustness. General izing the definition of finite-sample breakdown point (Donoho & Huber, 1983) to the functional principal component analysis framework, the breakdown point of a mean estimator p-x(-) is defined as bif,v(p,X) = min \j/N : max sup \\ßx - ßx'\\vk = oo ,
WebL p –norm weighted depth functions are introduced and the local and global robustness of these weighted L p –depth functions and their induced multivariate medians are investigated via influence function and finite sample breakdown point. To study the global robustness of depth functions, a notion of finite sample breakdown point is introduced. The … WebThe results from VAR00 are pioneering and innovative, yet they are limited to regression symmetric populations and the $\epsilon$-contamination and maximum bias model. With …
WebThrough a new (parametric) linear programming approach, we derive a formula for the finite sample breakdown point of $\\ell_1$-regression with a given design matrix X and …
WebHere we examine a classical high breakdown point estimator, the least median of squares, and a class of related estimators and develop asymptotic results that extend to models involving time series data. The standard definition (see Rousseeuw and Leroy, 1987) of a finite sample breakdown point in a regression estimator is as follows. high tide hythe colchesterWebAbstract. Through a new (parametric) linear programming approach, we derive a formula for the finite sample breakdown point of ℓ 1 -regression with a given design matrix X and contamination restricted to the dependent variable. This is done using the notion of the q -strength and the \mbox { s -stability} of a design matrix X, which are ... high tide hunstanton todayWebDec 1, 1992 · Donoho et al. (1992) and Huber (1964) showed that the maximum finite-sample breakdown point of any regression equivariant estimator under the assumption of general position is given by m−n 2 /m ... high tide huntington beach caWebThe finite sample breakdown properties of $M$-estimators, defined by $\sum\rho(x_i - T) = \min!$, and of the associated Pitman-type or $P$-estimators, defined by $T ... high tide huntington nyWebAbstract - Cited by 4 (3 self) - Add to MetaCart. this paper, we propose an alternative definition of the finite sample breakdown point. Loosely speaking we define the breakdown point as the minimum proportion of data points for which data contamination leads to the worst model element from the user's point of view. how many does a dodge journey seathow many does a full sheet cake feedWebbreakdown point (which considers the asymptotic behavior of general parametric estimators), and Donoho and Hub-er's (1983) finite-sample breakdown point (termed … high tide huntington harbor