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A note on efficient regression estimators with positive breakdown point

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  • Morgenthaler, S.

Abstract

In this note we prove that for certain types of regression estimators with positive breakdown point, the finite sample efficiencies can be arbitrarily low when the design is unfavorable. In particular, the estimator proposed by Yohai and Zamar (1988), which is asymptotically efficient when the errors are normal, falls in this category.

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  • Morgenthaler, S., 1991. "A note on efficient regression estimators with positive breakdown point," Statistics & Probability Letters, Elsevier, vol. 11(6), pages 469-472, June.
    • Handle: RePEc:eee:stapro:v:11:y:1991:i:6:p:469-472
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    Cited by:

    1. You, Jiazhong, 1999. "A Monte Carlo comparison of several high breakdown and efficient estimators," Computational Statistics & Data Analysis, Elsevier, vol. 30(2), pages 205-219, April.

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