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影响曲线与拟合优度AI 解读

The influence curve introduced by Hampel (1968) is applied to goodness-of-fit statistics. The efficacy curve is then defined to be the square of the influence curve weighted by a constant that arises in the context of approximate Bahadur efficiency. For a number of goodness-of-fit statistics, the ratios of these curves are shown to be equal to asymptotic relative efficiencies in the Pitman sense when testing for point contamination. These efficacy curves graphically portray…

影响曲线与拟合优度AI 解读

The influence curve introduced by Hampel (1968) is applied to goodness-of-fit statistics. The efficacy curve is then defined to be the square of the influence curve weighted by a constant that arises in the context of approximate Bahadur efficiency. For a number of goodness-of-fit statistics, the ratios of these curves are shown to be equal to asymptotic relative efficiencies in the Pitman sense when testing for point contamination. These efficacy curves graphically portray…