A note on curvature influence diagnostics in elliptical regression models

作者:Zevallos Mauricio*; Hotta Luiz Koodi
来源:Brazilian Journal of Probability and Statistics (Brazilian Stat. Assoc.), 2017, 31(3): 561-568.
DOI:10.1214/16-BJPS324

摘要

In this paper, we derive analytical expressions for the curvature influence statistic proposed by Cook [J. Roy. Statist. Soc. Ser. B 48 (1986) 133-169] in elliptical regression models under a data perturbation scheme. A relationship between the curvature statistics and the residuals is established and the effects of the shape parameter are assessed. The results reveal the role of the shape parameter in applying the curvature influence diagnostics technique.

  • 出版日期2017-8

全文