三种扰动下约束LIU估计的影响分析

Influence Analysis of Constrained LIU Estimation under Three Disturbances

针对线性模型下约束LIU估计的影响分析问题,得到了原模型与数据删除模型、协方差扰动模型以及均值漂移模型间约束LIU估计的关系式,分别给出了影响度量的广义Cook距离的计算公式。

Aiming at the influence analysis of constrained LIU estimation in linear model, the relations between the original model and data deletion model, covariance disturbance model and mean shift model are obtained, and the calculation formulas of generalized Cook distance of influence measure are given respectively.