| INFLUENCE FUNCTION OF CORRELATION OF SEVERAL RANDOM VECTORS WITH ITS APPLICATIONS |
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| 引用本文： | YUE RONGXIAN. INFLUENCE FUNCTION OF CORRELATION OF SEVERAL RANDOM VECTORS WITH ITS APPLICATIONS[J]. 高校应用数学学报(英文版), 1994, 9(4): 383-392. DOI: 10.1007/BF02665225 |
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| 作者姓名： | YUE RONGXIAN |
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| 摘 要： | ＩＮＦＬＵＥＮＣＥＦＵＮＣＴＩＯＮＯＦＣＯＲＲＥＬＡＴＩＯＮＯＦＳＥＶＥＲＡＬＲＡＮＤＯＭＶＥＣＴＯＲＳＷＩＴＨＩＴＳＡＰＰＬＩＣＡＴＩＯＮＳＹＵＥＲＯＮＧＸＩＡＮＡｂｓｔｒａｃｔ：Ｉｎｆｌｕｅｎｃｅｆｕｎｃｔｉｏｎｏｆａｓｔａｔｉｓｔｉｃｄｅｓｃｒ...
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| 收稿时间： | 1993-04-21 |
INFLUENCE FUNCTION OF CORRELATION OF SEVERAL RANDOM VECTORS WITH ITS APPLICATIONS |
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| YUE RONGXIAN. INFLUENCE FUNCTION OF CORRELATION OF SEVERAL RANDOM VECTORS WITH ITS APPLICATIONS[J]. Applied Mathematics A Journal of Chinese Universities, 1994, 9(4): 383-392. DOI: 10.1007/BF02665225 |
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| Authors: | YUE RONGXIAN |
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| Affiliation: | YUE RONGXIAN |
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| Abstract: | Influence function of a statistic describes the effect of a small perturbation of the data on this statistic.This paper studies the influence function of squared correlation coefficient R2 of k sets of variables defined by Y.Zhang and X. Zhu and gives the variance and its estimation of the squared sample correlation coefficient.Finally,the results obtained are applied to assessing the influence of individual observation,with the aid of an example. |
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| Keywords: | Random vectors correlation coefficient influence function asymptotic variance influential observation. |
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