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  • 标题:A note on curvature influence diagnostics in elliptical regression models
  • 本地全文:下载
  • 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.
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