# zbMATH — the first resource for mathematics

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
Full Text: