Search Results - subject:"Influence function"

Robust estimation 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/10010467734

Robust extimation of scale of an exponential distribution

Gather, Ursula; Schultze, Verena - 1997

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

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

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

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

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

Bounded Estimation in the Presence of Nuisance Parameters

Greco, Luca; Ventura, Laura - In: Statistical Methods and Applications 15 (2006) 1, pp. 27-36

Persistent link: https://www.econbiz.de/10005596334

Robustness properties of poverty indices

Cowell, Frank; Victoria-Feser, Maria-Pia - London School of Economics (LSE) - 1994

poverty indices to data contamination using the concept of the influence function. We show that poverty and inequality indices …

Persistent link: https://www.econbiz.de/10010745913

A concentration study of principal components

Benasseni, Jacques - In: Journal of Applied Statistics 32 (2005) 9, pp. 947-957

Influence functions are commonly used as diagnostic tools in order to investigate sensitivity aspects in principal component analysis. This paper suggests a practical alternative for the eigenvalues by introducing a sensitivity measure derived from the classical Lorenz curve and associated Gini...

Persistent link: https://www.econbiz.de/10005639729