| Title:
|
Sensitivity analysis of $M$-estimators of non-linear regression models (English) |
| Author:
|
Rubio, A. M. |
| Author:
|
Quintana, F. |
| Author:
|
Víšek, J. Á. |
| Language:
|
English |
| Journal:
|
Commentationes Mathematicae Universitatis Carolinae |
| ISSN:
|
0010-2628 (print) |
| ISSN:
|
1213-7243 (online) |
| Volume:
|
35 |
| Issue:
|
1 |
| Year:
|
1994 |
| Pages:
|
111-125 |
| . |
| Category:
|
math |
| . |
| Summary:
|
An asymptotic formula for the difference of the $M$-estimates of the regression coefficients of the non-linear model for all $n$ observations and for $n-1$ observations is presented under conditions covering the twice absolutely continuous $\varrho$-functions. Then the implications for the $M$-estimation of the regression model are discussed. (English) |
| Keyword:
|
$M$-estimation of non-linear regression models |
| Keyword:
|
the influence points |
| MSC:
|
62F12 |
| MSC:
|
62F35 |
| MSC:
|
62J02 |
| idZBL:
|
Zbl 0794.62022 |
| idMR:
|
MR1292588 |
| . |
| Date available:
|
2009-01-08T18:09:19Z |
| Last updated:
|
2012-04-30 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/118646 |
| . |
| Reference:
|
Chatterjee S., Hadi A.S.: Sensitivity Analysis in Linear Regression.J. Wiley & Sons, New York. Zbl 0648.62066, MR 0939610 |
| Reference:
|
Cook R.D., Weisberg S.: Residuals and Influence in Regression.Chapman and Hall, New York. Zbl 0564.62054, MR 0675263 |
| Reference:
|
Hampel F.R., Ronchetti E.M., Rousseeuw P.J., Stahel W.A.: Robust Statistics - The Approach Based on Influence Functions.J. Wiley & Sons, New York. Zbl 0733.62038, MR 0829458 |
| Reference:
|
Huber P.J.: A robust version of the probability ratio test.Ann. Math. Statist. 36, 1753-1758. Zbl 0137.12702, MR 0185747 |
| Reference:
|
Víšek J.Á.: Stability of regression model estimates with respect to subsamples.Computational Statistics 7 183-203. MR 1178353 |
| Reference:
|
Welsch R.E.: Influence function and regression diagnostics.In: Modern Data Analysis, R.L. Launer and A.F. Siegel, eds., Academic Press, New York, 149-169. |
| Reference:
|
Zvára K.: Regression analysis (in Czech).Academia, Prague. |
| . |
