Robust estimation under progressive censoring

For progressively censored failure time data, the influence function and the breakdown point of robust M-estimators are derived. The most robust and the optimal robust estimators are also developed. The optimal members within two classes of ψ-functions are characterized. The first optimality result is the censored data analogue of the general optimality result. The second result pertains to a restricted class of ψ-functions. The usefulness of …