Qualitative Robustness in Estimation
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.
Document Type: Research Article
Affiliations: 1: Department of Statistics Rajshahi University, Rajshahi-6205, Bangladesh 2: Institute of Mathematical Sciences University of Malaya Kuala Lumpur, Malaysia 3: Department of Statistics Hajee Mohammad Danesh Science and Technology University Dinajpur 5200, Bangladesh
Publication date: January 1, 2012