期刊名称：Pakistan Journal of Statistics and Operation Research
印刷版ISSN：2220-5810
出版年度：2012
卷号：8
期号：3
页码：619-634
DOI：10.1234/pjsor.v8i3.532
语种：English
出版社：College of Statistical and Actuarial Sciences
摘要：Normal 0 false false false EN-US X-NONE X-NONE /* Style Definitions */ table.MsoNormalTable {mso-style-name:"Table Normal"; mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-style-noshow:yes; mso-style-priority:99; mso-style-parent:""; mso-padding-alt:0in 5.4pt 0in 5.4pt; mso-para-margin:0in; mso-para-margin-bottom:.0001pt; mso-pagination:widow-orphan; font-size:11.0pt; font-family:"Times New Roman","serif";} Qualitative robustness, influence function, and breakdown point are three main concepts to judge an estimator from the viewpoint of robust estimation. It is important as well as interesting to study relation among them. This article attempts to present the concept of qualitative robustness as forwarded by first proponents and its later development. It illustrates intricacies of qualitative robustness and its relation with consistency, and also tries to remove commonly believed misunderstandings about relation between influence function and qualitative robustness citing some examples from literature and providing a new counter-example. At the end it places a useful finite and a simulated version of qualitative robustness index (QRI). In order to assess the performance of the proposed measures, we have compared fifteen estimators of correlation coefficient using simulated as well as real data sets.
关键词：Breakdown Point, Influence Function, Qualitative Robustness and Qualitative Robustness Index.
