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

DOI10.1023/A:1022465701229zbMATH Open1013.62072OpenAlexW1520560890MaRDI QIDQ1868290FDOQ1868290

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

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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)

Cited In (10)

• Consistency of the instrumental weighted variables
• Title not available (Why is that?)
• The least trimmed squares. I: Consistency.
• The least trimmed squares. III: Asymptotic normality.
• Sensitivity analysis of constrained linear \(L_1\) regression: perturbations to response and predictor variables
• Consistency of the least weighted squares under heteroscedasticity
• M-estimates for stationary and scaled residuals
• Estimating the model with fixed and random effects by a robust method
• Diagnostics for non-linear regression
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