publication . Article . Other literature type . 1974

The Influence Curve and its Role in Robust Estimation

Hampel, Frank R.;
Restricted
  • Published: 01 Jun 1974 Journal: Journal of the American Statistical Association, volume 69, page 383 (issn: 0162-1459, Copyright policy)
  • Publisher: JSTOR
Abstract
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 von 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.
Subjects
arXiv: Statistics::Theory
free text keywords: Statistics, Probability and Uncertainty, Statistics and Probability, von Mises yield criterion, Robust measures of scale, Trimmed estimator, Statistics, Robustness (computer science), Estimator, Winsorized mean, Econometrics, Jackknife resampling, Parametric model, Mathematics
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publication . Article . Other literature type . 1974

The Influence Curve and its Role in Robust Estimation

Hampel, Frank R.;