有限样本崩溃点的另一种定义及其在回归模型估计量中的应用

An Alternative Definition of Finite-Sample Breakdown Point with Application to Regression Model Estimators

Journal of the American Statistical Association · 1995
被引 10
ABS 4

中文导读

提出有限样本崩溃点的替代定义,并应用于回归模型估计量,帮助评估估计量对异常值的稳健性。

Abstract

Shinichi Sakata, Halbert White, An Alternative Definition of Finite-Sample Breakdown Point with Application to Regression Model Estimators, Journal of the American Statistical Association, Vol. 90, No. 431 (Sep., 1995), pp. 1099-1106

统计学计量经济学回归分析稳健估计