Rejection point of an influence function

ID: rejection-point-of-an-influence-function

For observations expressed in centered, standardized coordinates, the rejection point is
with value if the set is empty. A finite rejection point means sufficiently distant contamination has zero first-order effect. Boundedness of the influence function does not imply a finite rejection point: the influence function of a quantile has nonzero constant tails. Nor does tending to zero at infinity guarantee a finite rejection point unless those tails become identically zero.

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