par Croux, Christophe 
;Dehon, Catherine ;Yadine, Abdelilah
Référence Scandinavian journal of statistics, 38, 2, page (332-341)
Publication Publié, 2011-06
;Dehon, Catherine ;Yadine, Abdelilah Référence Scandinavian journal of statistics, 38, 2, page (332-341)
Publication Publié, 2011-06
Article révisé par les pairs
| Résumé : | In this article, we maximize the efficiency of a multivariate S-estimator under a constraint on the breakdown point. In the linear regression model, it is known that the highest possible efficiency of a maximum breakdown S-estimator is bounded above by 33 per cent for Gaussian errors. We prove the surprising result that in dimensions larger than one, the efficiency of a maximum breakdown S-estimator of location and scatter can get arbitrarily close to 100 per cent, by an appropriate selection of the loss function. © 2010 Board of the Foundation of the Scandinavian Journal of Statistics. |
