Inconsistency of Resampling Algorithms for High-Breakdown Regression Estimators and a New Algorithm
高崩溃点回归估计重抽样算法的不一致性与一种新算法
Because high-breakdown estimators (HBEs) are impractical to compute exactly in large samples, approximate algorithms are used. The algorithm generally produces an estimator with a lower consistency rate and breakdown value than the exact theoretical estimator. This discrepancy grows with the sample size, with the implication that huge computations are needed for good approximations in large high-dimension samples. The workhorse for HBEs has been the “elemental set,” or…