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| 具有均匀结构的多元$t$,-模型的局部影响分析 | |
| 引用本文： | 张怀雄,邹清明. 具有均匀结构的多元$t$,-模型的局部影响分析[J]. 应用概率统计, 2006, 22(4): 387-400 |
| 作者姓名： | 张怀雄 邹清明 |
| 作者单位： | 云南大学计科系,昆明,650091 |
| 基金项目： | 云南大学校科研和教改项目 |
| 摘 要： | 本文研究具有均匀结构的多元$t$,-模型的局部影响分析问题bd 依据Cook的曲率度量, 我们考虑了微小扰动对统计推断的影响, 由此导出了局部影响分析中最为关心的统计量---最大曲率方向bd作为一种应用, 本文还祥细讨论了常见的协方差加权扰动形式. |
| 关 键 词： | 多元$t$ 均匀结构 $omega$ 似然距离 曲率. |
| 收稿时间： | 2003-03-21 |
| 修稿时间： | 2003-03-21 |
Assessing Local Influences in a Multivariate $t$-Model with Uniform Structure |
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| ZHANG HUAIXIONG,ZOU QINGMING. Assessing Local Influences in a Multivariate $t$-Model with Uniform Structure[J]. Chinese Journal of Applied Probability and Statisties, 2006, 22(4): 387-400 | |
| Authors: | ZHANG HUAIXIONG ZOU QINGMING |
| Affiliation: | Department of Computer Science, Yunnan University, Kunming, 650091 |
| Abstract: | The present paper is devoted to the problem of assessing local influences in a multivariate t- model with uniform structure.The effects of some minor perturbation on the statistical inference are considered based on Cook's curvature measure.This leads to the largest curvature direction which is the statistic mainly concerned in the local influence analysis.As an application,a common covariance-weighted perturbation is thoroughly discussed. |
| Keywords: | Multivariate t-model uniform structure likelihood displacement curvature |
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