Robust inference by influence functions

DOI10.1016/S0378-3758(96)00036-5zbMath0900.62175MaRDI QIDQ1361607

Elvezio Ronchetti

Publication date: 14 December 1997

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

minimaxlikelihood ratio testM-estimatorsinfluence functionWald testrobustness of validitylogistic regressionbreakdown pointnon-nested hypothesesvon Mises expansionneighborhoodspower influence functionlevel influence functionrobustness of efficiencyscores (Rao) test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

A von Mises approximation to the small sample distribution of the trimmed mean, Concentration study of M-estimators using the influence function, Assessing robustness of classification using an angular breakdown point, S-estimation of hidden Markov models, Algorithms for bounded-influence estimation, Robustness and power of parametric, nonparametric, robustified and adaptive tests -- the multi-sample location problem

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