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

Asunción Rubio; Francisco Quintana; Jan 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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