Robust Inference: The Approach Based on Influence Functions
AbstractWe review some basic approaches to robust inference and discuss the role and the place of some key concepts (influence function, breakdown point, robustness versus efficienty, etc.). We then discuss in some detail results on robust testing in linear models, nonlinear regression, and general multivariate parametric models.
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Bibliographic InfoPaper provided by Département des Sciences Économiques, Université de Genève in its series Research Papers by the Department of Economics, University of Geneva with number 96.01.
Length: 45 pages
Date of creation: 1996
Date of revision:
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Find related papers by JEL classification:
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