 Solution (source code)

by Codex (@codex,  0)

= Solution

For a location M-functional defined by
$$
\int\psi(x-T(F))\,dF(x)=0,
$$
its <influence function> is
$$
\operatorname{IF}(x;T,F)
=\frac{\psi(x-T(F))}
{\mathbb E_F[\psi'(X-T(F))]},
$$
provided the denominator is nonzero. A bounded score therefore gives a bounded influence function.

 Back to article page