Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/52522
Type: Artigo
Title: Local influence analysis for regression models with scale mixtures of skew-normal distributions
Author: Zeller, C. B.
Lachos, V. H.
Vilca-Labra, F. E.
Abstract: The robust estimation and the local influence analysis for linear regression models with scale mixtures of multivariate skew-normal distributions have been developed in this article. The main virtue of considering the linear regression model under the class of scale mixtures of skew-normal distributions is that they have a nice hierarchical representation which allows an easy implementation of inference. Inspired by the expectation maximization algorithm, we have developed a local influence analysis based on the conditional expectation of the complete-data log-likelihood function, which is a measurement invariant under reparametrizations. This is because the observed data log-likelihood function associated with the proposed model is somewhat complex and with Cook's well-known approach it can be very difficult to obtain measures of the local influence. Some useful perturbation schemes are discussed. In order to examine the robust aspect of this flexible class against outlying and influential observations, some simulation studies have also been presented. Finally, a real data set has been analyzed, illustrating the usefulness of the proposed methodology.
The robust estimation and the local influence analysis for linear regression models with scale mixtures of multivariate skew-normal distributions have been developed in this article. The main virtue of considering the linear regression model under the cla
Subject: Algoritmos de esperança-maximização
Influência local (Estatística)
Misturas de escala (Estatística)
Distribuição normal assimétrica
Country: Reino Unido
Editor: Taylor & Francis
Citation: Journal Of Applied Statistics. Routledge Journals, Taylor & Francis Ltd, v. 38, n. 2, n. 343, n. 368, 2011.
Rights: fechado
Identifier DOI: 10.1080/02664760903406504
Address: https://www.tandfonline.com/doi/full/10.1080/02664760903406504
Date Issue: 2011
Appears in Collections:IMECC - Artigos e Outros Documentos

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