A concentration approach to sensitivity studies in statistical estimation problems

DOI10.1080/02664763.2013.808318MaRDI QIDQ5129103zbMATH OpenOpenAlexFDO

Authors Jacques Bénasséni

Publication date 26 October 2020

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664763.2013.808318

zbMATH Keywords

Gini indexinfluence functionLorenz curveconcentrationstatistical estimationsensitivity studygraphical representations

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 3899977 (Why is no real title available?)
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• A concentration study of principal components
• A new and practical influence measure for subsets of covariance matrix sample principal components with applications to high dimensional datasets
• A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions
• Effects of observations on the eigensystem of a sample covariance matrix
• Effects on the eigenstructure of a data matrix when deleting an observation
• Exact Principal Component Influence Measures Applied to the Analysis of Spectroscopic Data on Rice
• Influence functions for certain parameters in multivariate analysis
• Influence in canonical correlation analysis
• Influence in principal components analysis
• Local influence in principal components analysis
• Multivariate Gini indices
• Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
• Sensitivity analysis in principal component analysis:influence on the subspace spanned by principal components.
• The Influence Curve and Its Role in Robust Estimation
• The Lorenz Zonoid of a Multivariate Distribution

Cited in

(5)

• On the super-additivity and estimation biases of quantile contributions
• Analyse 1: Utilisation des vocalisations pour différencier trois hardes de phoques
• Tukey's linear sensitivity and order statistics
• Convergence of parameter sensitivity estimates in a stochastic experiment
• scientific article; zbMATH DE number 3965170 (Why is no real title available?)

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