Asymptotic breakdown point analysis of the minimum density power divergence estimator under independent non-homogeneous setups

• URL: http://arxiv.org/abs/2508.12426v2
• Date: Mon, 15 Sep 2025 10:53:08 GMT
• Title: Asymptotic breakdown point analysis of the minimum density power divergence estimator under independent non-homogeneous setups
• Authors: Suryasis Jana, Subhrajyoty Roy, Ayanendranath Basu, Abhik Ghosh,
• Abstract summary: The minimum density power divergence estimator (MDPDE) has gained significant attention in the literature of robust inference.<n>It has been successfully applied in various setups, including the case of independent and non-homogeneous (INH) observations.<n>No general result is known about the global reliability or the breakdown behavior of this estimator under the INH setup.
• Score: 2.449909275410287
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: The minimum density power divergence estimator (MDPDE) has gained significant attention in the literature of robust inference due to its strong robustness properties and high asymptotic efficiency; it is relatively easy to compute and can be interpreted as a generalization of the classical maximum likelihood estimator. It has been successfully applied in various setups, including the case of independent and non-homogeneous (INH) observations that cover both classification and regression-type problems with a fixed design. While the local robustness of this estimator has been theoretically validated through the bounded influence function, no general result is known about the global reliability or the breakdown behavior of this estimator under the INH setup, except for the specific case of location-type models. In this paper, we extend the notion of asymptotic breakdown point from the case of independent and identically distributed data to the INH setup and derive a theoretical lower bound for the asymptotic breakdown point of the MDPDE, under some easily verifiable assumptions. These results are further illustrated with applications to some fixed design regression models and corroborated through extensive simulation studies.

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