An alternative definition of the influence function
We define an asymptotic mean version of Tukey's sensitivity curve. For this we show that some of the more important features of Hampel's influence function hold for L- and M-estimators also. Therefore, we have an alternative approach to the influence function using only expectations and limits.
Year of publication: |
2001
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Authors: | Schlittgen, Rainer ; Schwabe, Rainer |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 51.2001, 2, p. 143-153
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Publisher: |
Elsevier |
Keywords: | Influence function Sensitivity curve L-estimator M-estimator |
Saved in:
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