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On the estimation of the influence curve

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  • Cuevas, Antonio
  • Romo, Juan

Abstract

We prove the asymptotic validity of bootstrap confidence bands for the influence curve from its usual estimator (the sensitive curve). The proof is based on the use of Gill's (1989) generalized delta method for Hadamard differentiable operators. The scope and applicability of this result are also discussed.

Suggested Citation

  • Cuevas, Antonio & Romo, Juan, 1992. "On the estimation of the influence curve," UC3M Working papers. Economics 2844, Universidad Carlos III de Madrid. Departamento de Economía.
    • Handle: RePEc:cte:werepe:2844
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    References listed on IDEAS

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    1. Parr, William C., 1985. "The bootstrap: Some large sample theory and connections with robustness," Statistics & Probability Letters, Elsevier, vol. 3(2), pages 97-100, April.
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    Keywords

    Influence curve;

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