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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
Authors: Schlittgen, Rainer ; Schwabe, Rainer
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 51.2001, 2, p. 143-153
Publisher: Elsevier
Keywords: Influence function Sensitivity curve L-estimator M-estimator
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005223953
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