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The Influence Curve and Its Role in Robust Estimation.
- Source :
-
Journal of the American Statistical Association . Jun74, Vol. 69 Issue 346, p383. 11p. - Publication Year :
- 1974
-
Abstract
- This paper treats essentially the first derivative of an estimator viewed as functional and the ways in which it can be used to study local robustness properties. A theory of robust estimation "near" strict parametric models is briefly sketched and applied to some classical situations. Relations between yon Mises functionals, the jackknife and U-statistics are indicated, A number of classical and new estimators are discussed, including trimmed and Winsorized means, Huber-estimators, and more generally maximum likelihood and M-estimators, Finally, a table with some numerical robustness properties is given. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 01621459
- Volume :
- 69
- Issue :
- 346
- Database :
- Academic Search Index
- Journal :
- Journal of the American Statistical Association
- Publication Type :
- Academic Journal
- Accession number :
- 4608412
- Full Text :
- https://doi.org/10.1080/01621459.1974.10482962