A recent method for assessing the local influence is introduced by Cook(1986), in which the normal curvature of the influence graph based on the likelihood displacement is used to monitor the influence of small pertur...A recent method for assessing the local influence is introduced by Cook(1986), in which the normal curvature of the influence graph based on the likelihood displacement is used to monitor the influence of small perturbation. Since then this method has been applied to various kind of models. However, the local influence in multivariate analysis is still an unexplored area because the influence for many statistics in multivariate analysis is not convenient to handle based on the Cook's likelihood displacement. In this paper, we suggest a method with a slight modification in Cook's approach to assess the local influence of small perturbation on a certain statistic. The local influence of the perturbation on eigenvalue and eigenvector of variance-covariance matrix in theoretical and sample version is assessed, some results for the other statistics in multivariate analysis such as generalized variance, canonical correlations are studied. Finally, two examples are analysed for illustration.展开更多
A general method for assessing local influence of minor perturbations of prior in Bayesian analysis is developed in this paper. U8ing some elementary ideas from differelltial geometryl we provide a unified approach fo...A general method for assessing local influence of minor perturbations of prior in Bayesian analysis is developed in this paper. U8ing some elementary ideas from differelltial geometryl we provide a unified approach for handling a variety of problexns of local prior influence. AS applications, we discuss the local influence of small perturbstions of normal-gamma prior density in linear model and investigate local prior influence from the predictive view.展开更多
Nearly thirty years, the diagnosis and influence analysis of linear regression model has been fully developed. So far the local influence analysis of the generalized linear model has not yet seen in the literature. In...Nearly thirty years, the diagnosis and influence analysis of linear regression model has been fully developed. So far the local influence analysis of the generalized linear model has not yet seen in the literature. In this paper, local influence is discussed. Then, concise influence matrix is obtained. At last, an example is given to illustrate our results.展开更多
The present paper proposes a semiparametric reproductive dispersion nonlinear model （SRDNM） which is an extension of the nonlinear reproductive dispersion models and the semiparameter regression models. Maximum pena...The present paper proposes a semiparametric reproductive dispersion nonlinear model （SRDNM） which is an extension of the nonlinear reproductive dispersion models and the semiparameter regression models. Maximum penalized likelihood estimates （MPLEs） of unknown parameters and nonparametric functions in SRDNM are presented. Assessment of local influence for various perturbation schemes are investigated. Some local influence diagnostics are given. A simulation study and a real example are used to illustrate the proposed methodologies.展开更多
In this paper, a varying-coefficient density-ratio model for case-control studies is developed. We investigate the local empirical likelihood diagnosis of varying coefficient density-ratio model for case-control data....In this paper, a varying-coefficient density-ratio model for case-control studies is developed. We investigate the local empirical likelihood diagnosis of varying coefficient density-ratio model for case-control data. The local empirical log-likelihood ratios for the nonparametric coefficient functions are introduced. First, the estimation equations based on empirical likelihood method are established. Then, a few of diagnostic statistics are proposed. At last, we also examine the performance of proposed method for finite sample sizes through simulation studies.展开更多
The second order approach of local influence (see [15]) is developed and applied to Cox's proportional hazards model, and compared with Cook's local influence approach (see [6] and [13]) which was used in this...The second order approach of local influence (see [15]) is developed and applied to Cox's proportional hazards model, and compared with Cook's local influence approach (see [6] and [13]) which was used in this model. To study local influence, we perturb not only all cases simultaneously, but also cases individually to obtain 'direction curvature' in direction and 'curvature' for single case. Some examples are used to illustrate these methods.展开更多
采用局部均值分解(local mean decomposition,LMD)算法对电能质量扰动进行检测时存在'端点效应'和'模态混叠'问题,严重影响了检测精度。文章针对分布式电源接入引起的微电网电能质量问题,对LMD算法进行改进,提出四点波...采用局部均值分解(local mean decomposition,LMD)算法对电能质量扰动进行检测时存在'端点效应'和'模态混叠'问题,严重影响了检测精度。文章针对分布式电源接入引起的微电网电能质量问题,对LMD算法进行改进,提出四点波形曲率延拓,寻找最优匹配波形用以改善'端点效应'。采用三次样条函数插值提高计算速度,使得筛选过程更快,间接减小了'端点效应'和'模态混叠'的影响。进一步提出了自适应筛选停止准则,通过内外层循环判据确定筛选停止条件,从而抑制'模态混叠'。通过对单一扰动、复合扰动模拟信号与实测信号的时频分析,验证了所提算法的可行性和有效性。最后通过与其他算法的计算量对比分析,进一步表明所提算法具有较低的计算量。展开更多
文摘A recent method for assessing the local influence is introduced by Cook(1986), in which the normal curvature of the influence graph based on the likelihood displacement is used to monitor the influence of small perturbation. Since then this method has been applied to various kind of models. However, the local influence in multivariate analysis is still an unexplored area because the influence for many statistics in multivariate analysis is not convenient to handle based on the Cook's likelihood displacement. In this paper, we suggest a method with a slight modification in Cook's approach to assess the local influence of small perturbation on a certain statistic. The local influence of the perturbation on eigenvalue and eigenvector of variance-covariance matrix in theoretical and sample version is assessed, some results for the other statistics in multivariate analysis such as generalized variance, canonical correlations are studied. Finally, two examples are analysed for illustration.
文摘A general method for assessing local influence of minor perturbations of prior in Bayesian analysis is developed in this paper. U8ing some elementary ideas from differelltial geometryl we provide a unified approach for handling a variety of problexns of local prior influence. AS applications, we discuss the local influence of small perturbstions of normal-gamma prior density in linear model and investigate local prior influence from the predictive view.
文摘Nearly thirty years, the diagnosis and influence analysis of linear regression model has been fully developed. So far the local influence analysis of the generalized linear model has not yet seen in the literature. In this paper, local influence is discussed. Then, concise influence matrix is obtained. At last, an example is given to illustrate our results.
基金Supported by the National Natural Science Foundation of China (No. 10961026, 10761011)the National Social Science Foundation of China (No. 10BTJ001)
文摘The present paper proposes a semiparametric reproductive dispersion nonlinear model （SRDNM） which is an extension of the nonlinear reproductive dispersion models and the semiparameter regression models. Maximum penalized likelihood estimates （MPLEs） of unknown parameters and nonparametric functions in SRDNM are presented. Assessment of local influence for various perturbation schemes are investigated. Some local influence diagnostics are given. A simulation study and a real example are used to illustrate the proposed methodologies.
文摘In this paper, a varying-coefficient density-ratio model for case-control studies is developed. We investigate the local empirical likelihood diagnosis of varying coefficient density-ratio model for case-control data. The local empirical log-likelihood ratios for the nonparametric coefficient functions are introduced. First, the estimation equations based on empirical likelihood method are established. Then, a few of diagnostic statistics are proposed. At last, we also examine the performance of proposed method for finite sample sizes through simulation studies.
文摘The second order approach of local influence (see [15]) is developed and applied to Cox's proportional hazards model, and compared with Cook's local influence approach (see [6] and [13]) which was used in this model. To study local influence, we perturb not only all cases simultaneously, but also cases individually to obtain 'direction curvature' in direction and 'curvature' for single case. Some examples are used to illustrate these methods.
文摘采用局部均值分解(local mean decomposition,LMD)算法对电能质量扰动进行检测时存在'端点效应'和'模态混叠'问题,严重影响了检测精度。文章针对分布式电源接入引起的微电网电能质量问题,对LMD算法进行改进,提出四点波形曲率延拓,寻找最优匹配波形用以改善'端点效应'。采用三次样条函数插值提高计算速度,使得筛选过程更快,间接减小了'端点效应'和'模态混叠'的影响。进一步提出了自适应筛选停止准则,通过内外层循环判据确定筛选停止条件,从而抑制'模态混叠'。通过对单一扰动、复合扰动模拟信号与实测信号的时频分析,验证了所提算法的可行性和有效性。最后通过与其他算法的计算量对比分析,进一步表明所提算法具有较低的计算量。
