Sensitivity analysis of $M$-estimators of non-linear regression models
Commentationes Mathematicae Universitatis Carolinae, Tome 35 (1994) no. 1, pp. 111-125
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An asymptotic formula for the difference of the $M$-estimates of the regression coefficients of the non-linear model for all $n$ observations and for $n-1$ observations is presented under conditions covering the twice absolutely continuous $\varrho$-functions. Then the implications for the $M$-estimation of the regression model are discussed.
Classification :
62F12, 62F35, 62J02
Keywords: $M$-estimation of non-linear regression models; the influence points
Keywords: $M$-estimation of non-linear regression models; the influence points
@article{CMUC_1994__35_1_a11,
author = {Rubio, A. M. and Quintana, F. and V{\'\i}\v{s}ek, J. \'A.},
title = {Sensitivity analysis of $M$-estimators of non-linear regression models},
journal = {Commentationes Mathematicae Universitatis Carolinae},
pages = {111--125},
publisher = {mathdoc},
volume = {35},
number = {1},
year = {1994},
mrnumber = {1292588},
zbl = {0794.62022},
language = {en},
url = {http://geodesic.mathdoc.fr/item/CMUC_1994__35_1_a11/}
}
TY - JOUR AU - Rubio, A. M. AU - Quintana, F. AU - Víšek, J. Á. TI - Sensitivity analysis of $M$-estimators of non-linear regression models JO - Commentationes Mathematicae Universitatis Carolinae PY - 1994 SP - 111 EP - 125 VL - 35 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/CMUC_1994__35_1_a11/ LA - en ID - CMUC_1994__35_1_a11 ER -
%0 Journal Article %A Rubio, A. M. %A Quintana, F. %A Víšek, J. Á. %T Sensitivity analysis of $M$-estimators of non-linear regression models %J Commentationes Mathematicae Universitatis Carolinae %D 1994 %P 111-125 %V 35 %N 1 %I mathdoc %U http://geodesic.mathdoc.fr/item/CMUC_1994__35_1_a11/ %G en %F CMUC_1994__35_1_a11
Rubio, A. M.; Quintana, F.; Víšek, J. Á. Sensitivity analysis of $M$-estimators of non-linear regression models. Commentationes Mathematicae Universitatis Carolinae, Tome 35 (1994) no. 1, pp. 111-125. http://geodesic.mathdoc.fr/item/CMUC_1994__35_1_a11/