Influence functions for the moment estimators

ŞEHİRLİOĞLU A. K.

Gazi University Journal of Science, cilt.23, sa.1, ss.7-11, 2010 (SCI-Expanded) identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 23 Sayı: 1
  • Basım Tarihi: 2010
  • Dergi Adı: Gazi University Journal of Science
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.7-11
  • Anahtar Kelimeler: Influence functions, Kurtosis measure, Skewness measure
  • Dokuz Eylül Üniversitesi Adresli: Evet

Özet

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.