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On the estimation of the influence curve
Authors:Antonio Cuevas  Juan Romo
Abstract:We prove the asymptotic validity of bootstrap confidence bands for the influence curve from its usual estimator (the sensitivity curve). The proof is based on the use of Gill's generalized delta method for Hadamard differentiable operators. Some statistical applications, in particular to the estimation of asymptotic variance, are given.
Keywords:Influence curve  sensitivity curve  bootstrap confidence bands  Hadamard differentiability    62F35  62G05
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