LOCAL INFLUENCE ASSESSMENT IN A MULT

LOCAL INFLUENCE ASSESSMENT IN A MULTIVARIATE t-MODEL WITH RAOS SIMPLE STRUCTURE

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 structure(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.

作 者： Zou Qingming Zhang Huaixiong   作者单位： Zou Qingming(College of Economics and Management, Nanhua University, Hengyang 421001, China)

Zhang Huaixiong(College of Information, Yunnan University, Kunming 650091, China) 

刊 名： 数学物理学报（英文版）  ISTIC SCI 英文刊名： ACTA MATHEMATICA SCIENTIA  年，卷(期)： 2005 25(1)  分类号：   关键词： Multivariate t-model   Rao's simple structure   ω-model   likelihood displacement   MLE  

【LOCAL INFLUENCE ASSESSMENT IN A MULT】相关文章：

英语单词解析“influence”01-30

Influence of nonionic surfactant on the solubilization and biodegradation of phenanthrene04-25

Life cycle assessment of mobile phone housing04-26

Cascade Dual Frequency Smoothing for Local Area Augmentation System04-26

小学英语作文：Electronic product influence communication abilities02-29

Physicochemical interaction and its influence on deep bed filtration process04-26

Influence of temperature on production of lactic acid from kitchen garbage04-27

Vulnerability assessment of water resources to climate change in Chinese cities04-26

Considerations in Applying the General Equilibrium Approach to Environmental Health Assessment04-25

Coastal Water Quality Assessment by Self-Organizing Map04-26