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Journal of the American Statistical Association Volume 90, 1995 - Issue 431
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Theory and Method

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

Shinichi Sakata Department of Economics, University of California San Diego, La Jolla, CA, 92093
&
Halbert White Department of Economics, University of California San Diego, La Jolla, CA, 92093
Pages 1099-1106 | Received 01 Nov 1993, Published online: 27 Feb 2012

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Nima Shariati, Hamid Shahriari & Rasoul Shafaei. (2014) Parameter Estimation of Autoregressive Models Using the Iteratively Robust Filtered Fast-τ Method. Communications in Statistics - Theory and Methods 43:21, pages 4445-4470.
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Norman R. Draper. (1998) Applied regression analysis bibliography update 1994-97. Communications in Statistics - Theory and Methods 27:10, pages 2581-2623.
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Arie Preminger & Shinichi Sakata. (2005) A Model Selection Method for S-Estimation. SSRN Electronic Journal.
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Pavel Cizek. (2004) Asymptotics of Least Trimmed Squares Regression. SSRN Electronic Journal.
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Halbert L. White, Jr.Tae-Hwan Kim. (2002) Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression. SSRN Electronic Journal.
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Pavel Cizek & Wolfgang K. HHrdle. (2006) Robust Econometrics. SSRN Electronic Journal.
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