An alternative definition of the influence function.

DOI10.1016/S0167-7152(00)00144-9MaRDI QIDQ5933610zbMATH OpenOpenAlexFDO

Authors Rainer Schlittgen, Rainer Schwabe

Publication date 16 May 2001

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(00)00144-9

zbMATH Keywords

\(L\)-estimator\(M\)-estimatorinfluence functionsensitivity curve

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• Approximate distributions of order statistics. With applications to nonparametric statistics
• scientific article; zbMATH DE number 3829050 (Why is no real title available?)
• scientific article; zbMATH DE number 777587 (Why is no real title available?)
• scientific article; zbMATH DE number 3354425 (Why is no real title available?)
• Robust asymptotic statistics
• Robust Statistics
• The bias of \(k\)-step M-estimators
• The Influence Curve and Its Role in Robust Estimation
• Von Mises calculus for statistical functionals

Cited in

(5)

• Limit behavior of the empirical influence function of the median
• Some measures of robustness for unbiased estimators in one-parameter natural exponential families with quadratic variance function
• Using conditional bias in principal component analysis for the evaluation of joint influence on the eigenvalues of the covariance matrix
• Generalized influence functions and robustness analysis
• Influence analysis in truncated distributions

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