The Influence Curve and Its Role in Robust Estimation
From MaRDI portal
Publication:4061797
DOI10.2307/2285666zbMath0305.62031OpenAlexW4248298350MaRDI QIDQ4061797
Publication date: 1974
Full work available at URL: https://doi.org/10.2307/2285666
Related Items
Robust efficient method of moments, Robust GMM tests for structural breaks, The bootstrap: Some large sample theory and connections with robustness, Influence analysis of robust Wald-type tests, The main contributions of robust statistics to statistical science and a new challenge, Two symmetric and computationally efficient Gini correlations, A von Mises approximation to the small sample distribution of the trimmed mean, Instrumental variable estimation based on conditional median restriction, Income distribution and inequality measurement: the problem of extreme values, Some estimation theory on the sphere, On robust premium principles, Partial identification of probability distributions with misclassified data, Asymptotic theory for robust principal components, Robust estimation of the structural errors-in-variables model, On pseudo-values for regression analysis in competing risks models, Scale selection for compact scale-space representation of vector-valued images, Empirical likelihood in some semiparametric models, On the robustness of regularized pairwise learning methods based on kernels, The legacy of Corrado Gini in survey sampling and inequality theory, Strategies for securing evidence through model criticism, A note on least squares sensitivity in single-index model estimation and the benefits of response transformations, Robust estimation for independent non-homogeneous observations using density power divergence with applications to linear regression, Stability, Neural networks and organizational systems: modeling nonlinear relationships, Projection-pursuit approach to robust linear discriminant analysis, Robustness and monotonicity properties of generalized correlation coefficients, Influence analysis in response surface methodology, Robust estimation of a correlation coefficient for \(\varepsilon\)-contaminated bivariate normal distributions, The minimum \(L_{2}\) distance estimator for Poisson mixture models, SB-robustness of directional mean for circular distributions, Change point detection with robust control chart, On the efficiency of Gini's mean difference, Robust explicit estimators of Weibull parameters, A robust P-spline approach to closed population capture-recapture models with time dependence and heterogeneity, \(\sqrt n\)-consistent robust integration-based estimation, Consistency of support vector machines using additive kernels for additive models, \(M\)-estimators for isotonic regression, On the robustness of two-stage estimators, Bounded-influence estimators for the Tobit model, Using conditional bias in principal component analysis for the evaluation of joint influence on the eigenvalues of the covariance matrix, Nonparametric efficiency analysis: a multivariate conditional quantile approach, Robust second-order least-squares estimator for regression models, SB-robust estimator for the concentration parameter of circular normal distribution, A new and practical influence measure for subsets of covariance matrix sample principal components with applications to high dimensional datasets, A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers, Dissolution point and isolation robustness: Robustness criteria for general cluster analysis methods, Robust score and portmanteau tests of volatility spillover, Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes, Robust confidence intervals applied to crossover operator for real-coded genetic algorithms, Wild binary segmentation for multiple change-point detection, Redescending \(M\)-estimators, On the coefficient of determination for mixed regression models, Generalized random forests, Generalized M-estimators for high-dimensional Tobit I models, Sensitivity analysis of structural equation models with equality functional constraints, Projection pursuit exploratory data analysis, Optimal robust estimates using the Kullback-Leibler divergence, Sensitivity analysis in factor analysis: Difference between using covariance and correlation matrices, Local influence in principal component analysis: relationship between the local influence and influence function approaches revisited, A data-based method for selecting tuning parameters in minimum distance estimators, An algorithm for computing exact least-trimmed squares estimate of simple linear regression with constraints, Robust online scale estimation in time series: a model-free approach, Influence function analysis applied to partial least squares, A new projection estimate for multivariate location with minimax bias, Estimates of MM type for the multivariate linear model, Investigations of the coordinates in Ptolemy's \textit{Geographike hyphegesis} Book 8, Identifying outliers using multiple kernel canonical correlation analysis with application to imaging genetics, Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators, Robust estimation and regression with parametric quantile functions, Characterization of the equivalence of robustification and regularization in linear and matrix regression, Point estimation with exponentially tilted empirical likelihood, Robust and sparse multigroup classification by the optimal scoring approach, Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin, Statistical inference in two-sample summary-data Mendelian randomization using robust adjusted profile score, Reliable survival analysis based on the Dirichlet process, Population-based absolute risk estimation with survey data, Approximations for \(F\) -tests which are ratios of sums of squares of independent variables with a model close to the normal, Algorithms for bounded-influence estimation, Influence functions and local influence in linear discriminant analysis, Robustness of the estimators of transition rates for size-classified matrix models, Pair-perturbation influence functions and local influence in PCA, On rank tests for shift detection in time series, Robust learning from bites for data mining, Robust estimation for ARMA models, Bootstrap estimation of the asymptotic variances of statistical functionals, Pair-perturbation influence functions of nongaussianity by projection pursuit, Finding confidence limits on population growth rates: bootstrap and analytic methods, Properties of design-based functional principal components analysis, A note on Hajek projections and the influence curve, Principal components in the nonnormal case: The test of equality of q roots, Are robust estimation methods useful in the structural errors-in- variables model?, On the influence curve for quantal bioassay, A note on the estimation of the integral of \(f^ 2(x)\), The influence curve approach in data envelopment analysis, Some diagnostic measures in discriminant analysis, Nonsmooth analysis and Fréchet differentiability of M-functionals, The change-of-variance function for dependent data, Limit theorems for the median deviation, Robust Bayes estimation using the density power divergence, A criterion based on the Mahalanobis distance for cluster analysis with subsampling, Influence Functions for the Coefficient of Variation, Its Inverse, and CV Comparisons, A robust scale estimator based on pairwise means, On the convergence of Newton's method when estimating higher dimensional parameters, On the dependence of the test error probabilities on the contamination level, Bias correction in extreme value statistics with index around zero, Influence functions for linear discriminant analysis: sensitivity analysis and efficient influence diagnostics, On the Iteratively Reweighted Rank Regression Estimator, An outlier-resistant \(\kappa\)-generalized approach for robust physical parameter estimation, Risk–return relationship in equity markets: using a robust GMM estimator for GARCH-M models, Unnamed Item, Concentration study of M-estimators using the influence function, A New Regression Model: Modal Linear Regression, Half-sample variance estimation, Robustness issues for \textsc{cub} models, Influence functions related to eigenvalue problems which appear in multivariate analysis, Alternative beta estimation for the market model using partially adaptive techniques, Divergence based robust estimation of the tail index through an exponential regression model, M estimators based on the probability integral transformation with applications to count data, Unnamed Item, Rational preference and rationalizable choice, Two-step semiparametric empirical likelihood inference, Comments on: ``On active learning methods for manifold data, Large covariance estimation through elliptical factor models, The behavior of sequential confidence intervals under contamination, Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter, Bounded influence nonlinear signed-rank regression, Robust estimation in functional comparative calibration models via maximum \(\mathrm{L}q\)-likelihood, Robust weighted Cramér-von Mises Estimators of location, with minimax variance in ϵ-contamination neighbourhoods, Gini covariance matrix and its affine equivariant version, SB-robust estimation of mean direction for some new circular distributions, Comment: Models are approximations!, On some connections between Esscher's tilting, saddlepoint approximations, and optimal transportation: a statistical perspective, Local scale invariance and robustness of proper scoring rules, Robust machine learning by median-of-means: theory and practice, SB-Robustness of Estimators, Asymptotically Stable Tests with Application to Robust Detection, Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis, Robust regression through robust covariances, Robust classification via MOM minimization, ERM and RERM are optimal estimators for regression problems when malicious outliers corrupt the labels, Minimum-distance methods based on quadratic distances for transforms, Assessing the bias of maximum likelihood estimates of contaminated garch models, Optimal robust estimates using the Hellinger distance, A review on consistency and robustness properties of support vector machines for heavy-tailed distributions, Robust inference in generalized partially linear models, Truncated, censored, and actuarial payment-type moments for robust fitting of a single-parameter Pareto distribution, On Multiple-Case Diagnostics in Linear Subspace Method, On weighted randomly trimmed means, Influence analysis of non-Gaussianity by applying projection pursuit, Consistency and robustness of kernel-based regression in convex risk minimization, On the algebraic relation between principal components corresponding to two different sets of weights, The spatial sign covariance matrix with unknown location, Contamination games in a robust k–sample model, Change-of-variance sensitivities in regression analysis, Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors, Influence function and correspondence analysis, Structural equation modeling with heavy tailed distributions, Asymptotic distribution of stage-grouped population models, A concentration study of principal components, Robust estimation for the multivariate linear model based on a \(\tau\)-scale, Chi-square tests under models close to the normal distribution, Properties of a class of inequality measures: A proposal for a resistant version, Robust functional regression based on principal components, The influence of individual claims on the chain-ladder estimates: analysis and diagnostic tool, Stability and sensitivity-analysis for stochastic programming, The median absolute deviation of residual life data and weak convergence of a related stochastic process, Consistency of jackknife variance estimators jun, Influence functions of some depth functions, and application to depth-weighted L-statistics, Sensitivity of principal component subspaces: a comment on Prendergast's paper, Bayesian model robustness via disparities, A shape-based cutting and clustering algorithm for multiple change-point detection, Unnamed Item, M-estimator-based robust Kalman filter for systems with process modeling errors and rank deficient measurement models, Deductive derivation and turing-computerization of semiparametric efficient estimation, Unnamed Item, Saddlepoint approximations for the distribution of some robust estimators of the variogram, Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method, Detecting Changes in Slope With an L0 Penalty, Robust Sensitivity Analysis for Stochastic Systems, Influence Functions for Dimension Reduction Methods: An Example Influence Study of Principal Hessian Direction Analysis, Information geometry of modal linear regression, Robustness of nonparametric predictive inference for future order statistics, Adjusted Jackknife for Imputation under Unequal Probability Sampling Without Replacement, Influence function analysis for partial least squares with uncorrelated components, Robust versus classical detection of atypical data, Restricted \(M\)-estimation, Jackknife estimation of the eigenvalues of the covariance matrix, Robust location estimation with missing data, Partially adaptive robust estimation of regression models and applications, DETECTING INFLUENTIAL OBSERVATIONS IN SLICED INVERSE REGRESSION ANALYSIS, Robust location estimation under dependence, Another approach to asymptotics and bootstrap of randomly trimmed means, Direction and collinearity factors of wilks‘s a - a review, Sensitivity analysis in multivariate methods: Decomposition of an arbitrary influence into a finite number of components, Minimum hellinger distance estimation for normal models, An investigation of sample influence functions for the ds estimate of the optimum error rate in discriminant analysis, Influence function analysis of the restricted minimum divergence estimators: a general form, Unnamed Item, Small sample behavior of robust stochastic approximation and iterated weighted least squares estimates for location, Influence measures for CART classification trees, Moderate deviations for \(M\)-estimators, Combining locally and globally robust estimates for regression, Projection estimates of multivariate location, Von Mises approximation of the critical value of a test, Infinite order \(V\)-statistics, Breakdown points for maximum likelihood estimators of location-scale mixtures, M-regression, false discovery rates and outlier detection with application to genetic association studies, Discriminant analysis for locally stationary processes, Consistent nonparametric hypothesis tests with an application to Slutsky symmetry, Small sample asymptotics: A review with applications to robust statistics, Nonparametric inference on the difference of location parameters of correlated variables from fragmentary samples, Relating quantiles and expectiles under weighted-symmetry, Robust inference by influence functions, Local and global robustness of regression estimators, Weighted likelihood estimating equations: The discrete case with applications to logistic regression, Approaches to robust estimation in the simplest variance components model, Minimum negative exponential disparity estimation in parametric models, Robust estimators for simultaneous equations models, Outlier resistant filtering and smoothing, Asymptotic independence of median and MAD, Robust scale estimation based on the empirical characteristic function, Asymptotic theory for description of regions in which Newton-Raphson iterations converge to location M-estimators, Robust estimation in partially linear errors-in-variables models, Breakdown points, breakdown probabilities, midpoint sensitivity curves, and optimization of stack filters, Robust M-estimators in diffusion processes, Mixed Hölder matrix discovery via wavelet shrinkage and Calderón-Zygmund decompositions, Scenario-based stochastic programs: Resistance with respect to sample, Optimal locally robust M-estimates of regression, Influence of incomplete observations in multiple linear regression, Unified approach to trimmed mean estimation and its application to bispectrum estimation of EEG signals, A Monte Carlo study of old and new frontier methods for efficiency measurement, Limit behavior of the empirical influence function of the median, Inference by linearization for Zenga's new inequality index: a comparison with the Gini index, Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model, Continuity and differentiability of regression M functionals, Approximate confidence intervals for a robust scale parameter, Strong convergence rate of the least median absolute estimator in linear regression models, The exact finite-sample distribution of the median absolute deviation about the median of continuous random variables, Influence analysis on the direction of optimal response, Robust VIF regression with application to variable selection in large data sets, Influence curves of general statistics, A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions, Semiparametric regression during 2003--2007, A posteriori time-varying filtering of averaged evoked potentials. I. Introduction and conceptual basis, Testing symmetry under a skew Laplace model., Robust estimation of nonlinear regression with autoregressive errors., Some asymptotic distributions in the location-scale model, Influence contours in linear regression, Robustness properties of dispersion estimators, Globul robustness of location and dispersion estimates, Robust M-estimators of location vectors, Bias robustness of three median-based regression estimates., Advantages of M-estimators of location for fuzzy numbers based on Tukey's biweight loss function, A local breakdown property of robust tests in linear regression, Fréchet and robust statistics, A robust Wald-type test for testing the equality of two means from log-normal samples, Assessing robustness of classification using an angular breakdown point, High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination, Influence in canonical correlation analysis, An information-theoretic framework for robustness, Robust estimation of a location parameter with the integrated Hogg function, A note on simplicial depth function, Tukey's M-estimator of the Poisson parameter with a special focus on small means, The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities, Robust fitting for generalized additive models for location, scale and shape, A robust adaptive-to-model enhancement test for parametric single-index models, Risk parity with expectiles, M-estimators and trimmed means: from Hilbert-valued to fuzzy set-valued data, On the properties of Hermite series based distribution function estimators, On general notions of depth for regression, Influence function of correlation of several random vectors with its applications, Functional stability of one-step GM-estimators in approximately linear regression, Functional calculus and asymptotic theory for statistical analysis, Robust exploratory factor analysis, Bahadur efficiency and robustness of Studentized score tests, A robust Sharpe ratio, Bootstrapping statistical functionals, Optimal robust estimators for families of distributions on the integers, Sensitivity of the test error probabilities with respect to the level of contamination in general model of contaminacy, A note on the comedian for elliptical distributions, Target estimation for bias and mean square error reduction, Detecting multiple generalized change-points by isolating single ones, Asymptotic linear expansion of regularized M-estimators, Robust simulation-based estimation, Robustness by reweighting for kernel estimators: an overview, A model-free subject selection method for active learning classification procedures, Asymptotics of reweighted estimators of multivariate location and scatter, Consistency of a range of penalised cost approaches for detecting multiple changepoints, Empirical analysis of the maxbias of the fuzzy MDD-based Hampel M-estimator of location, On model selection via stochastic complexity in robust linear regression, Stability under contamination of robust regression estimators based on differences of residuals., Optimal robust \(M\)-estimates of location, Comparison of robust estimates of modified variants of standard deviations and average absolute deviations, Robustness and power of parametric, nonparametric, robustified and adaptive tests -- the multi-sample location problem, The mean and median absolute deviations, A journey in single steps: robust one-step \(M\)-estimation in linear regression, A note on robust estimation of location, Partial influence functions, High dimensional generalized linear models for temporal dependent data, A Monte Carlo comparison of several high breakdown and efficient estimators, Targeted estimation of state occupation probabilities for the non‐Markov illness‐death model, Statistical inference using regularized M-estimation in the reproducing kernel Hilbert space for handling missing data, Efficient nonparametric estimation for skewed distributions, On Huber's contaminated model, Rate-optimal robust estimation of high-dimensional vector autoregressive models, Robust estimation in controlled branching processes: Bayesian estimators via disparities, Robust Bayesian choice, Model selection for independent not identically distributed observations based on Rényi's pseudodistances, New modification of ranked set sampling for estimating population mean, A novel hybrid robust tapering approach for nonlinear regression in the presence of autocorrelation and outliers, Second-order robustness for time series inference, RIF regression via sensitivity curves, Generalized multiple change-point detection in the structure of multivariate, possibly high-dimensional, data sequences, General jackknife empirical likelihood and its applications, Quantitative robustness of instance ranking problems, Locally Robust Semiparametric Estimation, S-estimation in linear models with structured covariance matrices, Equivariant variance estimation for multiple change-point model, Distributionally Favorable Optimization: A Framework for Data-Driven Decision-Making with Endogenous Outliers, Advances in nowcasting economic activity: the role of heterogeneous dynamics and fat tails, Nonlinear kernel mode‐based regression for dependent data, Assessing Variability of Complex Descriptive Statistics in Monte Carlo Studies Using Resampling Methods, The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models, Rank-Based Analysis of Linear Models and Beyond: A Review, Best Arm Identification for Contaminated Bandits, Robust Inference for Partially Observed Functional Response Data, A comparison of the classical and the linear programming approaches to the classification problem in discriminant analysis, Demystifying Statistical Learning Based on Efficient Influence Functions, Quadratic perturbation expansions of certain functions of eigenvalues and eigenvectors and their application to sensitivity analysis in multivariate methods, A gm estimation of the location parameters in a spatial linear model, Multivariate outliers and decompositions of mahalanobis distance, Visually Communicating and Teaching Intuition for Influence Functions, Beta estimation in the market model: skewness and leptokurtosis, Sensitivity analysis and visualization for functional data, High breakdown point robust estimators with missing data, Sn covariance, Robust Methods for the Analysis of Income Distribution, Inequality and Poverty, On the robustness properties for maximum likelihood estimators of parameters in exponential power and generalized T distributions*, Regularized robust estimation in binary regression models, Interval estimators for ratios of independent quantiles and interquantile ranges, On the estimation of the influence curve, Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features, Robust bootstrap procedures for the chain-ladder method, Some robust two-sample test statistics based on m-estimators of location, Influence curve for the choesky root of a coveriance matrix, Improved bootstrap confidence intervals in certain toxicological experiments, Robust methods for personal‐income distribution models, Subsampling to Enhance Efficiency in Input Uncertainty Quantification, Birnbaum–Saunders sample selection model, A Wald-type test statistic based on robust modified median estimator in logistic regression models, Maximum asymptotic variances of mndash;estimators of location with auxiliary scale estimator under symmetric contamination, ROBUSTNESS PROPERTIES OF A SEQUENTIAL CONFIDENCE INTERVAL FOR THE COMMON LOCATION PARAMETER OF A NUMBER OF EXPONENTIAL POPULATIONS, High Dimensional Change Point Estimation via Sparse Projection, Robust estimation: A condensed partial survey, Minimum cramér-von mises distance methods for complete and grouped data, On leastp-th power methods in multiple regressions and location estimations, A symptotic robustness of sequential confidence intervals and the connection with influence functions, A concentration approach to sensitivity studies in statistical estimation problems, Influence measures in affine combination type regression, The total bootstrap median: a robust and efficient estimator of location and scale for small samples, Member Plan Choice and Migration in Response to Changes in Member Premiums after Massachusetts Health Insurance Reform, The influence in comparing covariance matrices, Robust estimation of stationary continuous‐time arma models via indirect inference, A co-median approach to detect compositional outliers, A high breakdown, high efficiency and bounded influence modified GM estimator based on support vector regression, Robust Maximum Likelihood Estimation, Robust scale estimation in the error‐components model using the empirical characteristic function, Influence Analysis in Principal Component Analysis Through Power-Series Expansions, Unnamed Item, ROBUST ESTIMATION OF LOSS MODELS FOR LOGNORMAL INSURANCE PAYMENT SEVERITY DATA, Variable Selection for Marginal Longitudinal Generalized Linear Models, Unnamed Item, Influence and sensitivity measures in correspondence analysis, An Application of Targeted Maximum Likelihood Estimation to the Meta‐Analysis of Safety Data, Robust inference with GMM estimators, On Sensitivity of Inverse Response Plot Estimation and the Benefits of a Robust Estimation Approach, An alternative definition of the influence function., Influence function of halfspace depth, Inference for a leptokurtic symmetric family of distributions represented by the difference of two gamma variates, Robust binary regression with continuous outcomes, On efficiency and robustness of estimators for a spherical location, Highly robust estimation of dispersion matrices, Robust m-estimators, Investigation of finite-sample properties of robust location and scale estimators, Online process mean estimation using L1 norm exponential smoothing, Quick, Easy, and Powerful Analysis of Unreplicated Factorial Designs, A comparative study of the effect of the position of outliers on classical and nontraditional approaches to the two-group classification problem, Birnbaum‐Saunders distribution: A review of models, analysis, and applications, On robustness in risk theory, Bootstrap Sample Size in Nonregular Cases, Unnamed Item, Asymptotic behavior of iterative M-estimartors for location, A new infinitesimal approach to robust estimation, Boosting in the Presence of Outliers: Adaptive Classification With Nonconvex Loss Functions, Detection of Multiple Influential Cases in Principal Component Analysis: A Graphical Technique, ESTIMATING THE ASYMPTOTIC VARIANCE OF GENERALIZEDL-STATISTICS, INFLUENCE FUNCTION OF THE LIKELIHOOD RATIO TEST STATISTIC FOR MULTIVARIATE NORMAL SAMPLE, Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees, Asymptotic behavior of general M-estimates for regression and scale with random carriers, Robustez cualitativa en regiones de confianza, Tests for Scale Changes Based on Pairwise Differences, Robust estimation via minimum distance methods, A class of high-breakdown scale estimators based on subranges, INFLUENCE FUNCTIONS FOR DIMENSION REDUCTION METHODS, A class of stochastic volatility models for environmental applications, Privacy-Preserving Parametric Inference: A Case for Robust Statistics, Detecting Scene-Plausible Perceptible Backdoors in Trained DNNs Without Access to the Training Set, A Framework of Learning Through Empirical Gain Maximization, A Smooth Block Bootstrap for Statistical Functionals and Time Series, Saddlepoint tests for quantile regression, Symmetric Gini covariance and correlation, Robust estimation of extremes, Efficient bias-robust M-estimators of location in Kolmogorov normal neighbourhoods, On the explosion rate of maximum-bias functions, JackknifingL-estimates, Nonparametric standard errors and confidence intervals, On the Influence Function of the Quintile Share Ratio, Multivariate Saddlepoint test for the wrapped normal model, Robust analogs to the coefficient of variation, Most robust M-estimators in the infinitesimal sense, Comparison of the alternative parameter estimators of Pearson distributions by robustness criteria, Robust estimation of Pareto-type tail index through an exponential regression model