Zhelonkin, Mikhail; Genton, Marc G.; Ronchetti, Elvezio - In: Statistics & Probability Letters 82 (2012) 4, pp. 726-732
The aim of this note is to provide a general framework for the analysis of the robustness properties of a broad class of two-stage models. We derive the influence function, the change-of-variance function, and the asymptotic variance of a general two-stage M-estimator, and provide their...