Influence curves of general statistics

DOI10.1016/0771-050X(81)90013-9zbMath0472.62046MaRDI QIDQ1157856

Elvezio Ronchetti, Peter J. Rousseeuw

Publication date: 1981

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

outlierstwo-sample rank testsinfinitesimal robustnessnon-Fisher-consistent functionalsone-sample rank testsPitman-AREshift estimators of Hodges-Lehmann type

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

Von Mises approximation of the critical value of a test, Influence analysis of robust Wald-type tests, Testing composite null hypotheses based on \(S\)-divergences, Robust inference by influence functions, Robust asymptotic tests for the equality of multivariate coefficients of variation, Robust Methods for the Analysis of Income Distribution, Inequality and Poverty, Change-of-variance sensitivities in regression analysis, Robust nonparametric inference for the median, Robust Wald-type tests for non-homogeneous observations based on the minimum density power divergence estimator, Target estimation for bias and mean square error reduction, Unnamed Item, On the Influence Function of the Quintile Share Ratio, On the robustness of a divergence based test of simple statistical hypotheses, Partial influence functions

Cites Work

• Unnamed Item
• On a Theorem of Pitman
• The Influence Curve and Its Role in Robust Estimation
• Robustness properties for a simple class of rank estimates
• Robust methods of estimation of regression coefficients¹
• On Some Asymptotically Nonparametric Competitors of Hotelling's $T^{2 1}$
• Estimates of Location Based on Rank Tests
• Constructing Confidence Sets Using Rank Statistics