Inferential Statisticshard
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In the context of robust statistics, if an estimator has a high 'Gross-Error Sensitivity' (defined as the supremum of the norm of the influence function), what does this indicate about the estimator's performance when the sample contains outliers?
In the context of robust statistics, if an estimator has a high 'Gross-Error Sensitivity' (defined as the supremum of the norm of the influence function), what does this indicate about the estimator's performance when the sample contains outliers?