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WROCŁAW UNIVERSITY
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Contents of PMS, Vol. 17, Fasc. 2,
pages 231 - 257
 

DIAGNOSTICS OF REGRESSION SUBSAMPLE STABILITY

Jan Ámos Víšek

Abstract: An asymptotic representation of Bahadur type of the difference of M -estimators ^(n) ^(n-1,l) by - by , i.e. of the difference of estimators of regression coefficients for the full data set and for the set from which the l -th observation was deleted, is given under the conditions covering the most of y -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: -

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