Sensitivity analysis of \(M\)-estimates of nonlinear regression model: Influence of data subsets

DOI10.1023/A:1022465701229zbMath1013.62072OpenAlexW1520560890MaRDI QIDQ1868290

Jan Ámos Víšek

Publication date: 27 April 2003

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

Full work available at URL: https://doi.org/10.1023/a:1022465701229

zbMATH Keywords

sensitivity analysisasymptotic representationscale invarianceasymptotic distribution of difference of M-estimatorsdiagnostics of subsets of influential pointsdiversity of estimatestesting subsample stability of estimates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Diagnostics, and linear inference and regression (62J20)

Related Items (7)

Consistency of the instrumental weighted variables ⋮ Unnamed Item ⋮ M-estimates for stationary and scaled residuals ⋮ Estimating the model with fixed and random effects by a robust method ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Diagnostics for non-linear regression

This page was built for publication: Sensitivity analysis of \(M\)-estimates of nonlinear regression model: Influence of data subsets