Robust inference by influence functions |
| |
| Institution: | 1. School of Applied Sciences, University of Campinas (UNICAMP), Rua Pedro Zaccaria, 1300, CEP 13484-350 Limeira, São Paulo, Brazil;2. Gipsa-Lab, Université Joseph Fourier, Domaine Universitaire, BP 46, 38402 Saint Martin d’Hères Cedex, France;1. Centro de Estatística e Aplicações, Faculdade de Ciências, Universidade de Lisboa, Portugal;2. Centro de Estatística e Aplicações, Universidade de Lisboa, Portugal;3. Departamento de Matemática, Universidade dos Açores, Portugal;4. Centro de Matemática e Aplicações, Faculdade de Ciências e Tecnologia, Universidade Nova de Lisboa, Portugal;1. Department of Economics, Pennsylvania State University, Kern Graduate Building, University Park, PA 16802, United States;2. Department of Economics, University of Wisconsin, 1180 Observatory Drive Madison, WI 53706, United States;1. Service de rhumatologie, hôpital Ambroise-Paré, AP–HP, 9, avenue Charles-de-Gaulle, 92100 Boulogne-Billancourt, France;2. Laboratoire d’excellence, université Paris-Diderot, Sorbonne Paris Cité, 75205 Paris, France;3. Inserm U987, UFR des sciences de la santé Simone-Veil, université de Versailles-Saint Quentin, 2, avenue de la Source-de-la-Bièvre, 78180 Montigny-le-Bretonneux, France |
| |
| Abstract: | We first review briefly some basic approaches to robust inference and discuss the role and the place of some key concepts (influence function, breakdown point, robustness versus efficiency, etc.). We then discuss in some detail recent results on robust testing in general multivariate parametric models. Recent applications include inference in logistic regression and testing for non-nested hypotheses. |
| |
| Keywords: | |
| 本文献已被 ScienceDirect 等数据库收录！ |
|
