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Sensitivity analysis of M -estimators of non-linear regression models

Asunción RubioFrancisco QuintanaJan Ámos Víšek — 1994

Commentationes Mathematicae Universitatis Carolinae

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 ϱ -functions. Then the implications for the M -estimation of the regression model are discussed.

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