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Sensitivity analysis of \(M\)-estimators of nonlinear regression models. (English) Zbl 0794.62022
Summary: An asymptotic formula for the difference of \(M\)-estimates of regression coefficients of a nonlinear model for all \(n\) observations and for \(n-1\) observations is presented under conditions covering the twice absolutely continuous \(\rho\)-functions. Then the implications for the \(M\)-estimation of the regression model are discussed.
MSC:
62F35 Robustness and adaptive procedures (parametric inference)
62J02 General nonlinear regression
62F12 Asymptotic properties of parametric estimators
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