Estimation of influence functions

Influence functions for L-estimates are estimated and a weak approximation in terms of Gaussian processes is obtained. By considering the bootstrapped version of the processes, the applicability of the results to confidence bands and goodness-of-fit is discussed.

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Year of publication:	1986
Authors:	Burke, Murray D. ; Horváth, Lajos
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 4.1986, 2, p. 81-85
Publisher:	Elsevier
Keywords:	L-estimates influence functions robust statistics weak convergence bootstrapped influence functions

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005137917