LOCAL INFLUENCE ASSESSMENT IN A MULTIVARIATE T-MODEL WITH RAO'S SIMPLE STRUCTURE

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.