Robust Inference: The Approach Based on Influence Functions

We review some basic approaches to robust inference and discuss the role and the place of some key concepts (influence function, breakdown point, robustness versus efficienty, etc.). We then discuss in some detail results on robust testing in linear models, nonlinear regression, and general multivariate parametric models.

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Year of publication:	1996
Authors:	Markatou, M. ; Ronchetti, Elvezio
Institutions:	Institut d'Economie et Econométrie, Université de Genève
Subject:	Statistical Analysis

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Series:	Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva.
Type of publication:	Book / Working Paper
Notes:	45 pages
Classification:	C52 - Model Evaluation and Testing ; C19 - Econometric and Statistical Methods: General. Other
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005687125