期刊名称：Brazilian Journal of Probability and Statistics
印刷版ISSN：0103-0752
出版年度：2000
卷号：14
期号：2
页码：167-184
出版社：Brazilian Statistical Association
摘要：We discuss in this paper the development of various diagnostic methods in multivariate elliptical linear regression models. In particular, we show the invariance property of some usual standardized residuals in the elliptical class of distributions. This invariance is also verified for some influence measures of dropping observations, such as the Cook distance. We also discuss the computation of the likelihood displacement as well as the normal curvature in the local influence method. An example with real data is given for illustration.
