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Partial Influence Functions

Author

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  • Pires, Ana M.
  • Branco, João A.

Abstract

In this paper we extend the definition of the influence function to functionals of more than one distribution, that is, for estimators depending on more than one sample, such as the pooled variance, the pooled covariance matrix, and the linear discriminant analysis coefficients. In this case the appropriate designation should be "partial influence functions," following the analogy with derivatives and partial derivatives. Some useful results are derived, such as an asymptotic variance formula. These results are then applied to several estimators of the Mahalanobis distance between two populations and the linear discriminant function coefficients.

Suggested Citation

  • Pires, Ana M. & Branco, João A., 2002. "Partial Influence Functions," Journal of Multivariate Analysis, Elsevier, vol. 83(2), pages 451-468, November.
    • Handle: RePEc:eee:jmvana:v:83:y:2002:i:2:p:451-468
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    References listed on IDEAS

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    1. Norm A. Campbell, 1978. "The Influence Function as an Aid in Outlier Detection in Discriminant Analysis," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 27(3), pages 251-258, November.
    2. He, Xuming & Fung, Wing K., 2000. "High Breakdown Estimation for Multiple Populations with Applications to Discriminant Analysis," Journal of Multivariate Analysis, Elsevier, vol. 72(2), pages 151-162, February.
    3. Croux, Christophe & Haesbroeck, Gentiane, 1999. "Influence Function and Efficiency of the Minimum Covariance Determinant Scatter Matrix Estimator," Journal of Multivariate Analysis, Elsevier, vol. 71(2), pages 161-190, November.
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    Citations

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    Cited by:

    1. Boente, Graciela & Pires, Ana M. & Rodrigues, Isabel M., 2006. "General projection-pursuit estimators for the common principal components model: influence functions and Monte Carlo study," Journal of Multivariate Analysis, Elsevier, vol. 97(1), pages 124-147, January.
    2. Pires, Ana M. & Branco, João A., 2010. "Projection-pursuit approach to robust linear discriminant analysis," Journal of Multivariate Analysis, Elsevier, vol. 101(10), pages 2464-2485, November.
    3. Zhou, Jianhui, 2009. "Robust dimension reduction based on canonical correlation," Journal of Multivariate Analysis, Elsevier, vol. 100(1), pages 195-209, January.
    4. Graciela Boente & Frank Critchley & Liliana Orellana, 2007. "Influence functions of two families of robust estimators under proportional scatter matrices," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 15(3), pages 295-327, February.
    5. Ayanendranath Basu & Abhijit Mandal & Nirian Martín & Leandro Pardo, 2019. "A Robust Wald-Type Test for Testing the Equality of Two Means from Log-Normal Samples," Methodology and Computing in Applied Probability, Springer, vol. 21(1), pages 85-107, March.
    6. Croux, Christophe & Joossens, Kristel, 2005. "Influence of observations on the misclassification probability in quadratic discriminant analysis," Journal of Multivariate Analysis, Elsevier, vol. 96(2), pages 384-403, October.
    7. Stephanie Aerts & Gentiane Haesbroeck, 2017. "Robust asymptotic tests for the equality of multivariate coefficients of variation," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(1), pages 163-187, March.
    8. Graciela Boente & Frank Critchley & Liliana Orellana, 2007. "Influence functions of two families of robust estimators under proportional scatter matrices," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 15(3), pages 295-327, February.
    9. Alfonso García-Pérez, 2023. "A New Estimator: Median of the Distribution of the Mean in Robustness," Mathematics, MDPI, vol. 11(12), pages 1-13, June.
    10. A. García-Pérez, 2012. "A linear approximation to the power function of a test," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(7), pages 855-875, October.
    11. Boente, Graciela & Molina, Julieta & Sued, Mariela, 2010. "On the asymptotic behavior of general projection-pursuit estimators under the common principal components model," Statistics & Probability Letters, Elsevier, vol. 80(3-4), pages 228-235, February.
    12. Prendergast, Luke A. & Smith, Jodie A., 2022. "Influence functions for linear discriminant analysis: Sensitivity analysis and efficient influence diagnostics," Journal of Multivariate Analysis, Elsevier, vol. 190(C).
    13. Bianco, Ana & Boente, Graciela & Pires, Ana M. & Rodrigues, Isabel M., 2008. "Robust discrimination under a hierarchy on the scatter matrices," Journal of Multivariate Analysis, Elsevier, vol. 99(6), pages 1332-1357, July.
    14. Zifeng Zhao & Feiyu Jiang & Xiaofeng Shao, 2022. "Segmenting time series via self‐normalisation," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(5), pages 1699-1725, November.

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