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On the Breakdown Properties of Two M-Functionals of Scatter

Dümbgen, Lutz ; Tyler, David

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Abstract

The breakdown properties of two M-functionals of scatter are treated. The first functional is Tyler's (1987) M-functional for distributions onq-dimensional space, centered at zero. The second functional is Tyler's M-functional applied to symmetrized distributions. While deriving explicitformulas for the breakdown points, we also investigate the causes of breakdownin detail.

Item Type: Working paper
Place of Publication: Heidelberg
Date Deposited: 01 Jul 2016 07:13
Date: September 1997
Number of Pages: 16
Faculties / Institutes: The Faculty of Mathematics and Computer Science > Department of Applied Mathematics
Subjects: 510 Mathematics
Uncontrolled Keywords: Breakdown; coplanar contamination; tight contamination; M-functional; scatter matrix; symmetrization
Schriftenreihe ID: Beiträge zur Statistik > Reports
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