Breakdown and groups

P. Laurie Davies*, Ursula Gather, Marc G. Genton, André Lucas, Frank Hampel, H. E. Xuming, Hannu Oja, Peter J. Rousseeuw, David E. Tyler

*Corresponding author for this work

Research output: Contribution to journalReview articlepeer-review

56 Scopus citations

Abstract

The concept of breakdown point was introduced by Hampel [Ph.D. dissertation (1968), Univ. California, Berkeley; Ann. Math. Statist. 42 (1971) 1887-1896] and developed further by, among others, Huber [Robust Statistics (1981). Wiley, New York] and Donoho and Huber [In A Festschrift for Erich L. Lehmann (1983) 157-184. Wadsworth, Belmont, CA]. It has proved most successful in the context of location, scale and regression problems. Attempts to extend the concept to other situations have not met with general acceptance. In this paper we argue that this is connected to the fact that in the location, scale and regression problems the translation and affine groups give rise to a definition of equivariance for statistical functionals. Comparisons in terms of breakdown points seem only useful when restricted to equivariant functionals and even here the connection between breakdown and equivariance is a tenuous one.

Original languageEnglish (US)
Pages (from-to)977-1035
Number of pages59
JournalAnnals of Statistics
Volume33
Issue number3
DOIs
StatePublished - Jun 2005

Keywords

  • Breakdown point
  • Equivariance
  • Robust statistics

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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