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Type: Artigo
Title: A note on curvature influence diagnostics in elliptical regression models
Author: Zevallos, Mauricio
Hotta, Luiz Koodi
Abstract: 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.
Subject: Influência local (Estatística)
Análise de regressão
Observações influentes (Estatística)
Local influence (Statistics)
Regression analysis
Influential observations (Statistics)
Country: Brasil
Editor: Associação Brasileira de Estatística
Rights: fechado
Identifier DOI: 10.1214/16-BJPS324
Date Issue: 2017
Appears in Collections:IMECC - Artigos e Outros Documentos

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