par Croux, Christophe 
Référence Statistics & probability letters, 37, 4, page (331-340)
Publication Publié, 1998-03
Référence Statistics & probability letters, 37, 4, page (331-340)
Publication Publié, 1998-03
Article révisé par les pairs
| Résumé : | The empirical influence function EIF(x, Tn; X) measures the influence of an observation x on the estimator Tn at a sample X of size n. In this note we show that the empirical influence function of the median is not a consistent estimator of the corresponding influence function. This observation leads to a reconsideration of the most -robustness property of the median. We will prove and show by simulations that the median is less robust to single outliers than commonly believed. © 1998 Elsevier Science B.V. All rights reserved. |
