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.
| Document 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 > Institut für Mathematik |
| DDC-classification: | 510 Mathematics |
| Uncontrolled Keywords: | Breakdown; coplanar contamination; tight contamination; M-functional; scatter matrix; symmetrization |
| Series: | Beiträge zur Statistik > Reports |
