联合均值与方差模型的统计诊断

Statistical Diagnostics for Joint Mean and Variance Models

研究了联合均值与方差模型,考虑了基于数据删除模型的参数估计和统计诊断,比较删除模型与未删除模型相应统计量之间的差异。首次提出了基于联合均值与方差模型的诊断统计量和局部影响分析。通过模拟研究和实例分析,给出了不同的诊断统计量来判别异常点或强影响点,研究表明提出的理论和方法是有用和有效的。

We investigate the joint mean and variance models, parameter estimation and statistical diagnostic for case-deletion model are considered, the difference between the corresponding statistics of the model and the non-deleted model is compared. The diagnostic statistics and local influence analysis based on the joint mean and variance models are firstly proposed. Through the simulation and a real example, given the different diagnostic statistics to identify abnormal point or strong influence point, the results show that the proposed theory and method are useful and effective