Search Results - subject:"Influence function"

Robust second-order least-squares estimator for regression models

Chen, Xin; Tsao, Min; Zhou, Julie - In: Statistical Papers 53 (2012) 2, pp. 371-386

Persistent link: https://www.econbiz.de/10010558281

Robustifying principal component analysis with spatial sign vectors

Taskinen, Sara; Koch, Inge; Oja, Hannu - In: Statistics & Probability Letters 82 (2012) 4, pp. 765-774

In this paper, we apply orthogonally equivariant spatial sign covariance matrices as well as their affine equivariant counterparts in principal component analysis. The influence functions and asymptotic covariance matrices of eigenvectors based on robust covariance estimators are derived in...

Persistent link: https://www.econbiz.de/10010571751

On the robustness of two-stage estimators

Zhelonkin, Mikhail; Genton, Marc G.; Ronchetti, Elvezio - In: Statistics & Probability Letters 82 (2012) 4, pp. 726-732

of two-stage models. We derive the influence function, the change-of-variance function, and the asymptotic variance of a …

Persistent link: https://www.econbiz.de/10010571794

The variance of a rank estimator of transformation models

Jochmans, Koen - In: Economics Letters 117 (2012) 1, pp. 168-169

This note shows that the asymptotic variance of Chen’s [Chen, S., 2002. Rank estimation of transformation models. Econometrica 70 (4) 1683–1697] two-step estimator of the link function in a linear transformation model depends on the first-step estimator of the index coefficients.

Persistent link: https://www.econbiz.de/10011041763

On robustness properties of convex risk minimization methods for pattern recognition

Christmann, Andreas; Steinwart, Ingo - 2003

. Assumptions are given for the existence of the influence function of the classifiers and for bounds of the influence function …

Persistent link: https://www.econbiz.de/10010477496

On robustness properties of convex risk minimization methods for pattern recognition

Christmann, Andreas; Steinwart, Ingo - 2003

. Assumptions are given for the existence of the influence function of the classifiers and for bounds of the influence function …

Persistent link: https://www.econbiz.de/10010306271

On robustness properties of convex risk minimization methods for pattern recognition

Christmann, Andreas; Steinwart, Ingo - Institut für Wirtschafts- und Sozialstatistik, … - 2003

. Assumptions are given for the existence of the influence function of the classifiers and for bounds of the influence function …

Persistent link: https://www.econbiz.de/10009295189

Von mises approximation of the critical value of a test

García-Pérez, Alfonso - In: TEST: An Official Journal of the Spanish Society of … 12 (2003) 2, pp. 385-411

Persistent link: https://www.econbiz.de/10005390622

Robust inference for the stress–strength reliability

Greco, Luca; Ventura, Laura - In: Statistical Papers 52 (2011) 4, pp. 773-788

Persistent link: https://www.econbiz.de/10009401666

The Robustness of the Hyperbolic Efficiency Estimator

De Rock, Bram; Dehon, Catherine; Bruffaerts, Christopher - European Centre for Advanced Research in Economics and … - 2011

that was introduced by Aragon, Daouia and Thomas Agnan (2005). The influence function of this fully non-parametric and … recovered from the influence function. Some examples are given to assess the relevance of this type of estimator and to show the …

Persistent link: https://www.econbiz.de/10009151347