Rubio A.M., Quintana F., V\'{\i }\v {s}ek J. \'{A}
Sensitivity analysis of $M$-estimators of non-linear regression models

Abstract: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 $\varrho $-functions. Then the implications for the $M$-estimation of the regression model are discussed.

Keywords: $M$-estimation of non-linear regression models, the influence points
AMS Subject Classification: Primary 62F35; Secondary 62F12

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