On Comparing the Robustness of Affine-Equivarient Location Estimators

Ronald H. Randles
University of Florida

A contamination reaction rate is described which can be used to compare the robustness of certain affine-equivariant location estimators.  It is a functional derivative related to the concept of breakdown.  It describes the reaction of an estimator to a fixed amouont of contamination as the contaminant gets closer to the target distribution when the estimator does not breakdown under that amount of contamination.  A ratio of reaction rates is used to compare the robustness of selected estimators.