Arbeitspapier

Comprehensive Definitions of Breakdown-Points for Independent and Dependent Observations

We provide a new definition of breakdown in finite samples with an extension to asymptotic breakdown. Previous definitions center around defining a critical region for either the parameter or the objective function. If for a particular outlier constellation the critical region is entered, breakdown is said to occur. In contract to the traditional approach, we leave the definition of the critical region implicit. Our definition encompasses all previousdefinitions of breakdown in both linear and non-linear regression settings. Insome cases, it leads to a different notion of breakdown than other procedures available. An advantage is that our new definition also applied to models for dependent observations (time-series, spatial statistics) where currenty breakdown definitions typically fail. We illustrate our points using examples from linear and non-linear regression as well as time-series and spatial statistics.

Sprache
Englisch

Erschienen in
Series: Tinbergen Institute Discussion Paper ; No. 00-040/2

Klassifikation
Wirtschaft
Thema
Bias curve
Linear regression
Non-linear regression
Outliers
Spatial statistics
Statistical robustness
Time series
Stichprobenverfahren
Theorie

Ereignis
Geistige Schöpfung
(wer)
Genton, Marc G.
Lucas, André
Ereignis
Veröffentlichung
(wer)
Tinbergen Institute
(wo)
Amsterdam and Rotterdam
(wann)
2000

Handle
Letzte Aktualisierung
20.09.2024, 08:21 MESZ

Datenpartner

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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.

Objekttyp

  • Arbeitspapier

Beteiligte

  • Genton, Marc G.
  • Lucas, André
  • Tinbergen Institute

Entstanden

  • 2000

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