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LOCAL INFLUENCE ASSESSMENT IN A MULTIVARIATE t-MODEL WITH RAO'S SIMPLE STRUCTURE
引用本文: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(B辑英文版), 2005, 25(1): 179-192. DOI: 10.1016/S0252-9602(17)30275-8
作者姓名:邹清明 张怀雄
作者单位:[1]CollegeofEconomicsandManagement,NanhuaUniversity,Hengyang421001,China [2]CollegeofInformation,YunnanUniversity,Kunming650091,China
基金项目:ThesubjectissupportedbyMathematicsTimyuanFoundation(2003)
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 covariance-weighted perturbation is thoroughly discussed.

关 键 词:ω-model
收稿时间:2002-07-15

LOCAL INFLUENCE ASSESSMENT IN A MULTIVARIATE t-MODEL WITH RAO''''S SIMPLE STRUCTURE
Zou Qingming,Zhang Huaixiong. LOCAL INFLUENCE ASSESSMENT IN A MULTIVARIATE t-MODEL WITH RAO''''S SIMPLE STRUCTURE[J]. Acta Mathematica Scientia, 2005, 25(1): 179-192. DOI: 10.1016/S0252-9602(17)30275-8
Authors:Zou Qingming  Zhang Huaixiong
Affiliation:1. Department of Biological Sciences, University of Windsor, 401 Sunset Ave., Windsor, Ontario N9B 2P4, Canada;2. Great Lakes Institute for Environmental Research, University of Windsor, 401 Sunset Ave., Windsor, Ontario N9B 2P4, Canada;1. Deakin University, Geelong, Australia. Centre for Integrative Ecology, School of Life and Environmental Sciences, Faculty of Science, Engineering and the Built Environment, Burwood Campus, 221 Burwood Highway, Burwood, Victoria 3125, Australia;2. BirdLife Australia, Suite 2-05, The Green Building, 60 Leicester Street, Carlton, Victoria 3052, Australia;3. Research Department, Phillip Island Nature Parks, PO Box 97, Cowes, Phillip Island, Victoria 3922, Australia
Abstract: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.
Keywords:Multivariate t-model  Rao's simple structure  likelihood displacement  MLE
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