Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/67616
Type: Artigo
Title: On diagnostics in multivariate measurement error models under asymmetric heavy-tailed distributions
Author: Zeller, Camila B.
Carvalho, Rignaldo R.
Lachos, Victor H.
Abstract: In this paper, we discuss the extension of some diagnostic procedures to multivariate measurement error models with scale mixtures of skew-normal distributions (Lachos et al., Statistics 44:541-556, 2010c). This class provides a useful generalization of normal (and skew-normal) measurement error models since the random term distributions cover symmetric, asymmetric and heavy-tailed distributions, such as skew-t, skew-slash and skew-contaminated normal, among others. Inspired by the EM algorithm proposed by Lachos et al. (Statistics 44:541-556, 2010c), we develop a local influence analysis for measurement error models, following Zhu and Lee's (J R Stat Soc B 63:111-126, 2001) approach. This is because the observed data log-likelihood function associated with the proposed model is somewhat complex and Cook's well-known approach can be very difficult to apply to achieve local influence measures. Some useful perturbation schemes are also discussed. In addition, a score test for assessing the homogeneity of the skewness parameter vector is presented. Finally, the methodology is exemplified through a real data set, illustrating the usefulness of the proposed methodology.
In this paper, we discuss the extension of some diagnostic procedures to multivariate measurement error models with scale mixtures of skew-normal distributions (Lachos et al., Statistics 44:541-556, 2010c). This class provides a useful generalization of n
Subject: Misturas de escala (Estatística)
Distribuição normal assimétrica
Análise de erros (Matemática)
Algoritmos de esperança-maximização
Distância de Mahalanobis
Influência local (Estatística)
Country: Alemanha
Editor: Springer
Citation: Statistical Papers. Springer, v. 53, n. 3, n. 665, n. 683, 2012.
Rights: fechado
Identifier DOI: 10.1007/s00362-011-0371-8
Address: https://link.springer.com/article/10.1007/s00362-011-0371-8
Date Issue: 2012
Appears in Collections:IMECC - Artigos e Outros Documentos

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