摘要
该文主要讨论具有C .R .Rao简单协方差结构的GMANOVA -MANOVA模型的局部影响分析问题 ,依据似然函数 ,采用曲率度量来评价微小扰动 (这里主要指协方差扰动 )对统计推断的影响。
This paper deals with the problem of assessing the local influence in a GMANOVA-MANOVA model with Rao's simple covariance structure (Abbr: R.S.S.). Based on the likelihood displacement, The curvature measure is employed to evaluate the effects of some minor perturbations on the statistical inference, thus leading to the large curvature direction, which is the most critical diagnostic statistic in the context of the local influence analysis. As an application, the common covariance-weighted perturbation scheme is thoroughly considered.
出处
《华东师范大学学报（自然科学版）》
CAS
CSCD
北大核心
2000年第2期1-12,共12页
Journal of East China Normal University(Natural Science)
基金
国家自然科学基金!(No.1 9571 0 87)
关键词
GMANOVA-MANOVA模型
简单协方差结构
ω模型
and phrases
GMANOVA-MANOVA model
Rao's simple covariance structure
w-Model
likclihood displaeement
curvature
