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...

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Veröffentlicht in:	Acta mathematica scientia 2005-01, Vol.25 (1), p.179-192
Hauptverfasser:	Zou, Qingming, Zhang, Huaixiong
Format:	Artikel
Sprache:	eng
Schlagworte:	62H likelihood displacement MLE Multivariate t-model Rao's simple structure ω-model
Online-Zugang:	Volltext
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