| bibtype |
J -
Journal Article
|
| ARLID |
0410836 |
| utime |
20240103182242.7 |
| mtime |
20060210235959.9 |
| title
(primary) (eng) |
Sensitivity analysis of M-estimates of nonlinear regression model: Influence of data subsets |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0250791 |
| ISSN |
0020-3157 |
| title
|
Annals of the Institute of Statistical Mathematics |
| volume_id |
54 |
| volume |
2 (2002) |
| page_num |
261-290 |
|
| keyword |
robust regression |
| keyword |
M-estimate |
| keyword |
sensitivity study on deletion of a group of observations |
| author
(primary) |
| ARLID |
cav_un_auth*0101225 |
| name1 |
Víšek |
| name2 |
Jan Ámos |
| institution |
UTIA-B |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| COSATI |
12B |
| cas_special |
| project |
| project_id |
255/2000/A EK/FSV |
| agency |
GA UK |
| country |
CZ |
|
| research |
CEZ:AV0Z1075907 |
| abstract
(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. |
| RIV |
BB |
| department |
SI |
| permalink |
http://hdl.handle.net/11104/0130923 |
| ID_orig |
UTIA-B 20020050 |
| arlyear |
2002 |
| mrcbU63 |
cav_un_epca*0250791 Annals of the Institute of Statistical Mathematics 0020-3157 1572-9052 Roč. 54 č. 2 2002 261 290 |
|