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

DOI10.1023/A:1022465701229MaRDI QIDQ1868290zbMATH OpenOpenAlexFDO

Authors 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 analysisscale invarianceasymptotic representationasymptotic 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)

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• Estimating the model with fixed and random effects by a robust method
• Diagnostics for non-linear regression
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