Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/56059 
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dc.contributor.authorKlein, Ingoen
dc.contributor.authorArdelean, Vladen
dc.date.accessioned2012-03-22-
dc.date.accessioned2012-03-26T15:55:07Z-
dc.date.available2012-03-26T15:55:07Z-
dc.date.issued2012-
dc.identifier.urihttp://hdl.handle.net/10419/56059-
dc.description.abstractLi, Fang & Tian (1994) assert that special quasi-linear means should be preferred to the simple arithmetic mean for robustness properties. The strategy that is used to show robustness is completely detached from the concepts wellknown from the theory of robust statistics. Robustness of estimators can be verified with tools from robust statistics, e.g. the influence function or the breakdown point. On the other hand it seems that robust statistics is not interested in quasi-linear means. Therefore, we compute influence functions and breakdown points for quasi-linear means and show that these means are not robust in the sense of robust statistics if the generator is unbounded. As special cases we consider the Laspeyres, the Paasche and the Fisher indices.en
dc.language.isoengen
dc.publisher|aFriedrich-Alexander-Universität Erlangen-Nürnburg, Lehrstuhl für Statistik und Ökonometrie |cNürnbergen
dc.relation.ispartofseries|aDiskussionspapier |x88/2010en
dc.subject.ddc330en
dc.subject.keywordquasi-linear meanen
dc.subject.keywordrobustnessen
dc.subject.keywordinfluence functionen
dc.subject.keywordbreakdown pointen
dc.subject.keywordLaspeyres indexen
dc.subject.keywordPaasche indexen
dc.subject.keywordFisher indexen
dc.titleRobustness properties of quasi-linear means with application to the Laspeyres and Paasche indices-
dc.typeWorking Paperen
dc.identifier.ppn689065132en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:faucse:882010en

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