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Bibliography

Journal Article

Sensitivity analysis of M-estimates of nonlinear regression model: Influence of data subsets

Víšek Jan Ámos

: Annals of the Institute of Statistical Mathematics vol.54, 2 (2002), p. 261-290

: CEZ:AV0Z1075907

: 255/2000/A EK/FSV, GA UK

: robust regression, M-estimate, sensitivity study on deletion of a group of observations

(eng): Formulas for the change of the M-estimate of regression coefficients when a group of observation is deleted are given for following situations : a) number of deleted observations is fix when number of obserations N goes to infinity, b) number of deleted observations tends to infinity when N goes to infinity, however is asymptotically negligible with respect to N, c) number of deleted observations is proportional to N which goes to infinity. Consequences of the results are discussed.

: 12B

: BB