Robust inference by influence functions

被引：9
|
作者：
Ronchetti, E [1 ]
机构：
[1] UNIV GENEVA, FAC ECON & SOCIAL SCI, CH-1211 GENEVA, SWITZERLAND
来源：
JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 1997年 / 57卷 / 01期
关键词：
breakdown point; influence function; level influence function; likelihood ratio test; logistic regression; M-estimators; minimax; neighborhoods; non-nested hypotheses; power influence function; robustness of efficiency; robustness of validity; scores (Rao) Test; Von Mises expansion; Wald test;
D O I：
10.1016/S0378-3758(96)00036-5
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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.
引用
收藏
页码：59 / 72
页数：14
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