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

Matteo Fini ()

Departmental Working Papers from Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano

Abstract: The idea of influence function is recent (Hampel, 1974) but nowadays it is a well established statistical tool and it is crucial for the important role in robustness and stability analysis (Hampel, Ronchetti, Rousseeuw and Stahel, 1986). In this paper we introduce a generalized definition of the influence function and we prove a generalized Von Mises theorem. The robustness analysis using influence functions is strongly based on the existence of the derivative of a functional. The aim of this work is to propose a new approach which can be used when the derivative doesn’t exist. This new definition of influence function is based on a notion of first order generalized derivative. The paper is structured as follows. In the first section we recall the classical definition of influence function and a notion of measure on which it is based the definition of B-robustness. In the second section we will recall some mathematical tools which will be useful for the extensions of the third section.

Keywords: Influence function; robustness; b-robustness; dini derivative; generalized differentiability (search for similar items in EconPapers)
Date: 2007-05-16
References: Add references at CitEc
Citations:

Downloads: (external link)
http://wp.demm.unimi.it/files/wp/2007/DEMM-2007_023wp.pdf (application/pdf)
Our link check indicates that this URL is bad, the error code is: 500 Can't connect to aaa.unimi.it:80 (nodename nor servname provided, or not known) (http://wp.demm.unimi.it/files/wp/2007/DEMM-2007_023wp.pdf [302 Found]--> http://aaa.unimi.it)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:mil:wpdepa:2007-23

Access Statistics for this paper

More papers in Departmental Working Papers from Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano Via Conservatorio 7, I-20122 Milan - Italy. Contact information at EDIRC.
Bibliographic data for series maintained by DEMM Working Papers ( this e-mail address is bad, please contact ).