breakdown and groups
| dc.contributor.author | Davies, P. L. | de |
| dc.contributor.author | Gather, U. | de |
| dc.date.accessioned | 2004-12-06T18:44:19Z | |
| dc.date.available | 2004-12-06T18:44:19Z | |
| dc.date.issued | 2002 | de |
| dc.description.abstract | The concept of breakdown point was introduced by Hodges (1967) and Hampel (1968, 1971) and still plays an important though at times a controversial role in robust statistics. It has proved most successful in the context of location, scale and regression problems. In this paper we argue that this success is intimately connected to the fact that the translation and affine groups act on the sample space and give rise to a definition of equivariance for statistical functionals. For such functionals a nontrivial upper bound for the breakdown point can be shown. In the absence of such a group structure a breakdown point of one is attainable and this is perhaps the decisive reason why the concept of breakdown point in other situations has not proved as successful. Even if a natural group is present it is often not sufficiently large to allow a nontrivial upper bound for the breakdown point. One exception to this is the problem of the autocorrelation structure of time series where we derive a nontrivial upper breakdown point using the group of realizable linear filters. The paper is formulated in an abstract manner to emphasize the role of the group and the resulting equivariance structure. | en |
| dc.format.extent | 227083 bytes | |
| dc.format.extent | 575862 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.format.mimetype | application/postscript | |
| dc.identifier.uri | http://hdl.handle.net/2003/5083 | |
| dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-5270 | |
| dc.language.iso | en | de |
| dc.publisher | Universitätsbibliothek Dortmund | de |
| dc.subject | equivariance | en |
| dc.subject | breakdown point | en |
| dc.subject | robust statistics | en |
| dc.subject.ddc | 310 | de |
| dc.title | breakdown and groups | en |
| dc.type | Text | de |
| dc.type.publicationtype | report | en |
| dcterms.accessRights | open access |