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Influence functionals of robust estimations of parameters of autoregressive fields

Authors: Goryainov V.B. Published: 10.06.2013
Published in issue: #4(47)/2012  
DOI:

 
Category: Mathematics and Mechanics  
Keywords: spatial autoregression, M-estimation, influence functional, gross error sensitivity coefficient

Influence functionals and coefficients of sensitivity to a gross error in observations are calculated for estimations of least squares and least moduli, M-estimations and generalized M-estimations of autoregressive fields.