Influence Functions for the Moment Estimators
Influence functions give a measure of robustness of the statistics estimated from a sample against the sample data. In this study, first, the concept of influence functions is examined, and then the influence functions for mean and variance are given. The influence functions for skewness and kurtosi...
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| Published in | Gazi University Journal of Science Vol. 23; no. 1; pp. 7 - 11 |
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| Main Author | |
| Format | Journal Article |
| Language | English Turkish |
| Published |
01.01.2010
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| Online Access | Get full text |
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| Summary: | Influence functions give a measure of robustness of the statistics estimated from a sample against the sample data. In this study, first, the concept of influence functions is examined, and then the influence functions for mean and variance are given. The influence functions for skewness and kurtosis are examined for both asymmetrical and symmetrical distributions and the influence function concept is generalized for scaled moments. |
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| Bibliography: | ObjectType-Article-2 SourceType-Scholarly Journals-1 content type line 23 ObjectType-Feature-1 |
| ISSN: | 1303-9709 |