Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/85431
Authors: 
Genton, Marc G.
Lucas, André
Year of Publication: 
2000
Series/Report no.: 
Tinbergen Institute Discussion Paper 00-040/2
Abstract: 
We provide a new definition of breakdown in finite samples with an extension to asymptotic breakdown. Previous definitions center around defining a critical region for either the parameter or the objective function. If for a particular outlier constellation the critical region is entered, breakdown is said to occur. In contract to the traditional approach, we leave the definition of the critical region implicit. Our definition encompasses all previousdefinitions of breakdown in both linear and non-linear regression settings. Insome cases, it leads to a different notion of breakdown than other procedures available. An advantage is that our new definition also applied to models for dependent observations (time-series, spatial statistics) where currenty breakdown definitions typically fail. We illustrate our points using examples from linear and non-linear regression as well as time-series and spatial statistics.
Subjects: 
Bias curve
Linear regression
Non-linear regression
Outliers
Spatial statistics
Statistical robustness
Time series
Document Type: 
Working Paper

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