单纯形分布模型的统计诊断

数学物理学报

单纯形分布模型的统计诊断

张春丽;韦博成

浙江万里学院基础学院宁波 315101

收稿日期:2005-12-30 修回日期:2006-12-21 出版日期:2007-12-25 发布日期:2007-12-25
通讯作者: 张春丽
基金资助:
国家自然科学基金(10671032)、国家社会科学基金 (04BTJ002)
和浙江万里学院科研基金(65)资助

Influence Diagnostics In Simplex Distribution Models

Zhang Chunli;Wei Bocheng

Zhejiang Wanli Institute, Ningbo 315101

Received:2005-12-30 Revised:2006-12-21 Online:2007-12-25 Published:2007-12-25
Contact: Zhang Chunli

摘要/Abstract

摘要： 该文讨论了单纯形分布广义线性模型和广义非线性模型的影响分析问题, 得到了若干有用的诊断统计量;证明了数据删除模型和均值漂移模型的的等价性定理.同时还研究了该模型的变离差检验,得到了Score检验统计量.最后给出了两个实例, 说明该文方法的应用价值.

关键词: Cook距离, 统计诊断, 影响分析, 单纯形分布, Score统计量, 变离差检验

Abstract: In this paper, by introducing a specific linear model, several influence measures are proposed for simplex distribution models (SDM), based on Barndorff-Nielsen and Jorgensen (1991), Jorgensen (1997), and Song and Tan (2000). The equivalency of case-deletion models and mean-shift outlier models in SDM is presented. The diagnostic test for varying dispersion in SDM is investigated and the score statistics are obtained.
The proposed diagnostic measures are illustrated with examples.

Key words: Cook distance, Diagnostics, Influential observation, Simplex distribution models, Score statistics, Varying dispersion

中图分类号:

62F25

张春丽;韦博成. 单纯形分布模型的统计诊断[J]. 数学物理学报, 2007, 27(6): 1118-1132.

Zhang Chunli;Wei Bocheng. Influence Diagnostics In Simplex Distribution Models
[J]. Acta mathematica scientia,Series A, 2007, 27(6): 1118-1132.

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