Robust inference by influence functions
β Scribed by Elvezio Ronchetti
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 767 KB
- Volume
- 57
- Category
- Article
- ISSN
- 0378-3758
No coin nor oath required. For personal study only.
β¦ 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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