具有均匀结构的多元t-模型的局部影响分析(英文)

Assessing Local Influences in a Multivariate t-Model with Uniform Structure

本文研究具有均匀结构的多元t-模型的局部影响分析问题．依据Cook的曲率度量,我们考虑了微小扰动对统计推断的影响,由此导出了局部影响分析中最为关心的统计量—最大曲率方向．作为一种应用,本文还祥细讨论了常见的协方差加权扰动形式．

The present paper is devoted to the problem of assessing local influences in a multivariate t- model with uniform structure. The effects of some minor perturbation on the statistical inference are considered based on Cook＇s curvature measure. This leads to the largest curvature direction which is the statistic mainly concerned in the local influence analysis. As an application, a common covariance-weighted perturbation is thoroughly discussed.