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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2026
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2605.04317 |
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| _version_ | 1866917504684654592 |
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| author | Ke, Tianjun Medina, Marco Avella |
| author_facet | Ke, Tianjun Medina, Marco Avella |
| contents | We introduce a novel approach to finite sample robustness that avoids the pessimism of traditional breakdown analyses. We define the threshold breakdown point, the smallest contamination fraction needed to induce a prescribed deviation, and the finite sample m-sensitivity, the worst-case deviation that an estimator can incur after m observations are contaminated. We derive these measures for commonly used M-estimators, their standard errors and related test statistics. This allows us to extend the decision breakdown point of Zhang (1996) to obtain general breakdown characterizations for hypothesis testing, and show how these notions correspond to finite sample counterparts of the power and level breakdown functions of He, Simpson and Portnoy (1990). We complement our work with an inferential framework for the threshold breakdown and m-sensitivity that yields consistency and asymptotic normality results, as well as a valid multiplier bootstrap for uncertainty quantification. We illustrate the practical utility of our methods in various numerical examples and an application to a two sample testing problem for a blood pressure dataset. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2605_04317 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | The Threshold Breakdown Point Ke, Tianjun Medina, Marco Avella Statistics Theory We introduce a novel approach to finite sample robustness that avoids the pessimism of traditional breakdown analyses. We define the threshold breakdown point, the smallest contamination fraction needed to induce a prescribed deviation, and the finite sample m-sensitivity, the worst-case deviation that an estimator can incur after m observations are contaminated. We derive these measures for commonly used M-estimators, their standard errors and related test statistics. This allows us to extend the decision breakdown point of Zhang (1996) to obtain general breakdown characterizations for hypothesis testing, and show how these notions correspond to finite sample counterparts of the power and level breakdown functions of He, Simpson and Portnoy (1990). We complement our work with an inferential framework for the threshold breakdown and m-sensitivity that yields consistency and asymptotic normality results, as well as a valid multiplier bootstrap for uncertainty quantification. We illustrate the practical utility of our methods in various numerical examples and an application to a two sample testing problem for a blood pressure dataset. |
| title | The Threshold Breakdown Point |
| topic | Statistics Theory |
| url | https://arxiv.org/abs/2605.04317 |