文章基本信息

标题：A note on curvature influence diagnostics in elliptical regression models
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作者：Mauricio Zevallos ; Luiz Koodi Hotta
期刊名称：Brazilian Journal of Probability and Statistics
印刷版ISSN：0103-0752
出版年度：2017
卷号：31
期号：3
页码：561-568
DOI：10.1214/16-BJPS324
语种：English
出版社：Brazilian Statistical Association
摘要：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.