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Scientific article
English

Robust inference by influence functions

ContributorsRonchetti, Elvezioorcid
Published inJournal of Statistical Planning and Inference, vol. 57, no. 1, p. 59-72
Publication date1997
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
  • 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
Citation (ISO format)
RONCHETTI, Elvezio. Robust inference by influence functions. In: Journal of Statistical Planning and Inference, 1997, vol. 57, n° 1, p. 59–72. doi: 10.1016/S0378-3758(96)00036-5
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