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Keywords:
$M$-estimation of non-linear regression models; the influence points
$M$-estimation of non-linear regression models; the influence points
Summary:
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.
References:
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