Publication: On the estimation of the influence curve
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1992-09
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Abstract
We prove the asymptotic validity of bootstrap confidence bands for the influence curve from its usual estimator (the sensitive curve). The proof is based on the use of Gill's (1989) generalized delta method for Hadamard differentiable operators. The scope and applicability of this result are also discussed.
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Influence curve, Sensitivity curve, Bootstrap confidence bands, Hadamard differentiability