Sensitivity Analysis of M-Estimates of Nonlinear Regression Model: Influence of Data Subsets

摘要

Asymptotic representations of the difference of M-estimators of the parameters of nonlinear regression model for the full data and for the subsample of data are given for the following three situation: i) fix number of points excluded from data, ii) increasing number, however asymptotically negligible part of data excluded, and finally iii) asymptotically fix portion of data excluded. Asymptotic normality of the difference of estimators (for the two latter cases) is proved.