Influence Functions for Iteratively Defined Statistics
迭代定义统计量的影响函数
SUMMARY Hampel's influence function and its finite-sample counterparts are the basis for a number of diagnostic statistics. These diagnostics can be expensive to compute in the natural way when the estimation calculations are iterative, as they frequently are when maximum likelihood or robust methods are used. We show how the influence function can be calculated in these situations by implicit differentiation of the fixed-point equation satisfied by the limit of the…