A DIAGNOSTIC METHOD OF DETECTING OUTLIERS IN TESTING THE EQUALITY OF TWO COVARIANCE MATRICES

A DIAGNOSTIC METHOD OF DETECTING OUTLIERS IN TESTING THE EQUALITY OF TWO COVARIANCE MATRICES

The local influence method introduced by Cook (1986) is adapted to the detection of influential observations in testing the equality of two covariance matrices. The method is very informative in that it clearly identifies individually and jointly influential observations. An illustrative example is...

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Veröffentlicht in:Journal of the Japanese Society of Computational Statistics 1995, Vol.8(1), pp.9-16
Hauptverfasser: Park, Young Hee, Kim, Myung Geun, Kim, Byung Chun
Format: Artikel
Sprache:eng
Schlagworte:
Case-deletion
Covariance
Curvature
Influential observations
Local influence
Outliers
Perturbation
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Beschreibung
Zusammenfassung:The local influence method introduced by Cook (1986) is adapted to the detection of influential observations in testing the equality of two covariance matrices. The method is very informative in that it clearly identifies individually and jointly influential observations. An illustrative example is given to show the effectiveness of the method.
ISSN:0915-2350
1881-1337
DOI:10.5183/jjscs1988.8.9