Sensitivity analysis of \(M\)-estimates

DOI10.1007/BF00050849zbMath0925.62131OpenAlexW1980024334MaRDI QIDQ1359399

Jan Ámos Víšek

Publication date: 17 November 1999

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00050849

zbMATH Keywords

sensitivity analysisscale invarianceinfluential points in \(M\)-estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) General nonlinear regression (62J02)

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Uses Software

• SenSrivastava

Cites Work

• Stability of regression model estimates with respect to subsamples
• On the consistency of M-estimate in a linear model obtained through an estimating equation
• Unconventional features of positive-breakdown estimators
• Consistency of \(M\)-estimates in general regression models
• Robust Estimation of a Location Parameter
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