Sensitivity analysis of \(M\)-estimates

DOI10.1007/BF00050849zbMath0925.62131MaRDI 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 analysis; scale invariance; influential points in \(M\)-estimation

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62F35: Robustness and adaptive procedures (parametric inference)

62J02: General nonlinear regression

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Uses Software

• SenSrivastava

Cites Work

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• Unconventional features of positive-breakdown estimators
• Consistency of \(M\)-estimates in general regression models
• Robust Estimation of a Location Parameter