An alternative definition of the influence function

Rainer Schlittgen and Rainer Schwabe

Statistics & Probability Letters, 2001, vol. 51, issue 2, 143-153

Abstract: We define an asymptotic mean version of Tukey's sensitivity curve. For this we show that some of the more important features of Hampel's influence function hold for L- and M-estimators also. Therefore, we have an alternative approach to the influence function using only expectations and limits.

Keywords: Influence; function; Sensitivity; curve; L-estimator; M-estimator (search for similar items in EconPapers)
Date: 2001
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