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dc.contributor.authorKlein, Ingoen_US
dc.contributor.authorArdelean, Vladen_US
dc.date.accessioned2012-03-22en_US
dc.date.accessioned2012-03-26T15:55:07Z-
dc.date.available2012-03-26T15:55:07Z-
dc.date.issued2012en_US
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_US
dc.language.isoengen_US
dc.publisherUniversität Erlangen-Nürnberg, Lehrstuhl für Statistik und empirische Wirtschaftsforschung Nürnbergen_US
dc.relation.ispartofseriesDiskussionspapiere, Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie 88/2010en_US
dc.subject.ddc330en_US
dc.subject.keywordquasi-linear meanen_US
dc.subject.keywordrobustnessen_US
dc.subject.keywordinfluence functionen_US
dc.subject.keywordbreakdown pointen_US
dc.subject.keywordLaspeyres indexen_US
dc.subject.keywordPaasche indexen_US
dc.subject.keywordFisher indexen_US
dc.titleRobustness properties of quasi-linear means with application to the Laspeyres and Paasche indicesen_US
dc.typeWorking Paperen_US
dc.identifier.ppn689065132en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen_US
dc.identifier.repecRePEc:zbw:faucse:882010-
Appears in Collections:Diskussionspapiere des Lehrstuhls für Statistik und Ökonometrie, FAU Erlangen-Nürnberg

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