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Robust inference by influence functions

✍ Scribed by Elvezio Ronchetti


Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
767 KB
Volume
57
Category
Article
ISSN
0378-3758

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✦ Synopsis


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.


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