On the estimation of the influence curve

Antonio Cuevas

UC3M Working papers. Economics from Universidad Carlos III de Madrid. Departamento de Economía

Abstract: We prove the asymptotic validity of bootstrap confidence bands for the influence curve from its usual estimator (the sensitive curve). The proof is based on the use of Gill's (1989) generalized delta method for Hadamard differentiable operators. The scope and applicability of this result are also discussed.

Keywords: Influence; curve; Sensitivity; curve; Bootstrap; confidence; bands; Hadamard; differentiability (search for similar items in EconPapers)
Date: 1992-09
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Persistent link: https://EconPapers.repec.org/RePEc:cte:werepe:2844

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