Search Results - subject:"Influence Function"

Vecchia, Davide La; Trojani, Fabio - School of Economics and Political Science, Universität … - 2008

uniqueness of the times series influence function of conditionally unbiased M–estimators for ergodic and stationary dffusions …

Persistent link: https://www.econbiz.de/10005797681

A note on simplicial depth function

Romanazzi, Mario - In: Advances in statistical analysis : AStA ; a journal of … 92 (2008) 3, pp. 235-253

Persistent link: https://www.econbiz.de/10003741216

Influence function analysis applied to partial least squares

Johnson, Kjell; Rayens, William - In: Computational Statistics 22 (2007) 2, pp. 293-306

Persistent link: https://www.econbiz.de/10005390523

Una definizione di funzione di influenza generalizzata nella teoria della robustezza statistica

FINI, Matteo - Dipartimento di Economia, Management e Metodi … - 2007

The idea of influence function is recent (Hampel, 1974) but nowadays it is a well established statistical tool and it …). In this paper we introduce a generalized definition of the influence function and we prove a generalized Von Mises … definition of influence function is based on a notion of first order generalized derivative. The paper is structured as follows …

Persistent link: https://www.econbiz.de/10005007327

An L1-type estimator of multivariate location and shape

Roelant, Ella; Aelst, Stefan - In: Statistical Methods and Applications 15 (2007) 3, pp. 381-393

Persistent link: https://www.econbiz.de/10005596345

Weighted least squares estimators in possibly misspecified nonlinear regression

Müller, Ursula - In: Metrika 66 (2007) 1, pp. 39-59

Persistent link: https://www.econbiz.de/10005602809

Robust extimation of scale of an exponential distribution

Gather, Ursula; Schultze, Verena - 1997

We consider a new estimator of scale for exponential samples which is most B-robust in the sense of Hampel et al. (1986). This estimator is compared with two other estimators which were proposed by Rousseeuw and Croux (1993) but for a Gaussian model. All three estimators have the same breakdown...

Persistent link: https://www.econbiz.de/10010316640

Robust extimation of scale of an exponential distribution

Gather, Ursula; Schultze, Verena - Institut für Wirtschafts- und Sozialstatistik, … - 1997

Persistent link: https://www.econbiz.de/10010955474

Computationally Efficient Double Bootstrap Variance Estimation

Karlsson, Sune; Löthgren, Mickael - Economics Institute for Research (SIR), … - 1997

The double bootstrap provides a useful tool for bootstrapping approximately pivotal quantities by using an "inner" bootstrap loop to estimate the variance. When the estimators are computationally intensive, the double bootstrap may become infeasible. We propose the use of a new variance...

Persistent link: https://www.econbiz.de/10005651513

Robust estimation of scale of an exponential distribution

Gather, Ursula; Schultze, Verena - 1997

Persistent link: https://www.econbiz.de/10010467734