Sensitivity analysis of \(M\)-estimates of nonlinear regression model: Influence of data subsets
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Publication:1868290
DOI10.1023/A:1022465701229zbMath1013.62072MaRDI QIDQ1868290
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
sensitivity analysis; asymptotic representation; scale invariance; asymptotic distribution of difference of M-estimators; diagnostics of subsets of influential points; diversity of estimates; testing subsample stability of estimates
62F12: Asymptotic properties of parametric estimators
62J02: General nonlinear regression
62J20: Diagnostics, and linear inference and regression
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