Schlittgen, Rainer; Schwabe, Rainer - In: Statistics & Probability Letters 51 (2001) 2, pp. 143-153
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.