Title of article
Influence Functions for the Moment Estimators
Author/Authors
SEHIRLIOĞLU, Ali Kemal Dokuz Eylül University - Faculty of Economics and Administrative Sciences - Department of Econometry, Turkey
From page
7
To page
11
Abstract
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.
Keywords
Influence Functions , Skewness Measure , Kurtosis Measure.
Journal title
Gazi University Journal Of Science
Journal title
Gazi University Journal Of Science
Record number
2600260
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