DIAGNOSTICS OF REGRESSION SUBSAMPLE STABILITY
Abstract: An asymptotic representation of Bahadur type of the difference of
-estimators i.e. of the difference of estimators of regression
coefficients for the full data set and for the set from which the -th observation was
deleted, is given under the conditions covering the most of -functions which are
at the present time used in the robust statistics, including the discontinuous and
redescending ones. The representation is invariant with respect to the scale of residuals.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -