caa a22 4500 477062865 CHVBK 20180405111405.0 cr unu---uuuuu 170330e19960901xx s 000 0 eng 10.1007/BF00050849 doi (NATIONALLICENCE)springer-10.1007/BF00050849 Víšek Jan Department of Stochastic Informatics, Institute of Information Theory and Automation, Academy of Sciences the Czech Republic, Czech Republic aut Sensitivity analysis of M -estimates [Elektronische Daten] [Jan Víšek] Bahadur representation of the difference of estimators of regression coefficients for the full data set and for the set from which one observation was deleted is given for the M-estimators which are generated by a continuous ψ-function. The representation is invariant with respect to the scale of residuals and it indicates that the bound of the norm of the difference is proportional to the gross error sensitivity. Then for the ψ-function which corresponds to the median it is shown that the difference of the estimates for the full data and for data without one observation, although being bounded in probability, can be much larger than indicated by the gross error sensitivity. Kluwer Academic Publishers, 1996 Sensitivity analysis nationallicence influential points in M -estimation nationallicence scale invariance nationallicence Annals of the Institute of Statistical Mathematics Kluwer Academic Publishers 48/3(1996-09-01), 469-495 0020-3157 48:3<469 1996 48 10463 https://doi.org/10.1007/BF00050849 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/BF00050849 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Víšek Jan Department of Stochastic Informatics, Institute of Information Theory and Automation, Academy of Sciences the Czech Republic, Czech Republic aut NATIONALLICENCE 773 0- Annals of the Institute of Statistical Mathematics Kluwer Academic Publishers 48/3(1996-09-01), 469-495 0020-3157 48:3<469 1996 48 10463 Metadata rights reserved Springer special CC-BY-NC licence nationallicence SWISSBIB 471053201 BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer