Premium
On the estimation of the influence curve
Author(s) -
Cuevas Antonio,
Romo Juan
Publication year - 1995
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315546
Subject(s) - estimator , differentiable function , mathematics , delta method , sensitivity (control systems) , hadamard transform , variance (accounting) , statistics , confidence interval , pure mathematics , mathematical analysis , economics , electronic engineering , engineering , accounting
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.