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Local influence assessment in a multivariate t-model with Rao's simple structure

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成果类型:
期刊论文
作者:
Zou, QM*;Zhang, HX
通讯作者:
Zou, QM
作者机构:
[Zou, QM] Nanhua Univ, Coll Econ & Management, Hengyang 421001, Peoples R China.
Yunnan Univ, Coll Informat, Kunming 650091, Peoples R China.
通讯机构:
[Zou, QM] N
Nanhua Univ, Coll Econ & Management, Hengyang 421001, Peoples R China.
语种:
英文
关键词:
Multivariate t-model;Rao's simple structure;ω-model;likelihood displacement;MLE
关键词(中文):
多变量t-模型;简单结构;可能性置换;统计学
期刊:
数学物理学报(英文版)
ISSN:
0252-9602
年:
2005
卷:
25
期:
1
页码:
179-192
基金类别:
Mathematics Timyuan Foundation
机构署名:
本校为第一且通讯机构
院系归属:
管理学院
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 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 covaria...
摘要(中文):
The local influence analysis is an important problem in statistical inference and some models have been discussed in many literatures 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-weigh...

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