LOCAL INFLUENCE ASSESSMENT IN A MULTIVARIATE t-MODEL WITH RAO’S SIMPLE STRUCTURE

数学物理学报(英文版) ›› 2005, Vol. 25 ›› Issue (1): 179-192.

• 论文 • 上一篇

LOCAL INFLUENCE ASSESSMENT IN A MULTIVARIATE t-MODEL WITH RAO’S SIMPLE STRUCTURE

邹清明,张怀雄

College of Economics and Management, Nanhua University;College of Information, Yunnan University,

出版日期:2005-01-20 发布日期:2005-01-20
基金资助:
The subject is supported by Mathematics Timyuan
Foundation (2003)

LOCAL INFLUENCE ASSESSMENT IN A MULTIVARIATE t-MODEL WITH RAO’S SIMPLE STRUCTURE

JU Qing-Meng, ZHANG Fu-Xiong

Online:2005-01-20 Published:2005-01-20
Supported by:
The subject is supported by Mathematics Timyuan
Foundation (2003)

摘要/Abstract

摘要：

The local influence analysis is an important problem in statistical inference
and some models have been discussed in many literatures[1−5] . This paper deals with
the problem of assessing local influences in a multivariate t-model with Rao’s simple struc-
ture(RSS). Based on Cook’s likelihood displacement, the effects of some minor perturbation
on the statistical inference is assessed. As an application, a common covariance-weighted
perturbation is thoroughly discussed.

Abstract:

Key words: Multivariate t-model;Rao’s simple structure;!-model, likelihood displace-
ment, MLE

中图分类号:

邹清明, 张怀雄. LOCAL INFLUENCE ASSESSMENT IN A MULTIVARIATE t-MODEL WITH RAO’S SIMPLE STRUCTURE[J]. 数学物理学报(英文版), 2005, 25(1): 179-192.

JU Qing-Meng, ZHANG Fu-Xiong. LOCAL INFLUENCE ASSESSMENT IN A MULTIVARIATE t-MODEL WITH RAO’S SIMPLE STRUCTURE[J]. Acta mathematica scientia,Series B, 2005, 25(1): 179-192.

LOCAL INFLUENCE ASSESSMENT IN A MULTIVARIATE t-MODEL WITH RAO’S SIMPLE STRUCTURE

LOCAL INFLUENCE ASSESSMENT IN A MULTIVARIATE t-MODEL WITH RAO’S SIMPLE STRUCTURE

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