The local influence analysis is an important problem in statistical inference and some models have been discussed in many literatures This paper deals with the problem of assessing local influences in a multivariate t...The local influence analysis is an important problem in statistical inference and some models have been discussed in many literatures This paper deals with the problem of assessing local influences in a multivariate t-model with Rao's simple struc-ture(RSS). Based on Cook's likelihood displacement, the effects of some minor perturbation on the statistical inference is assessed. As an application, a common covariance-weighted perturbation is thoroughly discussed.展开更多
文摘The local influence analysis is an important problem in statistical inference and some models have been discussed in many literatures This paper deals with the problem of assessing local influences in a multivariate t-model with Rao's simple struc-ture(RSS). Based on Cook's likelihood displacement, the effects of some minor perturbation on the statistical inference is assessed. As an application, a common covariance-weighted perturbation is thoroughly discussed.
