Tail Behavior and Breakdown Properties of Equivariant Estimators of Location
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DOI: 10.1023/A:1012462404407
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- He, Xuming, et al, 1990. "Tail Behavior of Regression Estimators and Their Breakdown Points," Econometrica, Econometric Society, vol. 58(5), pages 1195-1214, September.
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Cited by:
- Zuo, Yijun, 2003. "Finite sample tail behavior of multivariate location estimators," Journal of Multivariate Analysis, Elsevier, vol. 85(1), pages 91-105, April.
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Keywords
Robustness; breakdown; tail behavior; equivariance; location estimator; regular variation;All these keywords.
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