On influence diagnostics in multivariate regression models under elliptical distributions

Shuangzhe Liu

doi:10.1142/9789812772466_0010

On influence diagnostics in multivariate regression models under elliptical distributions

Shuangzhe Liu

Research output: A Conference proceeding or a Chapter in Book › Conference contribution

1 Citation (Scopus)

Abstract

In this paper multivariate elliptical regression models are studied by using the local influence method in statistical diagnostics. The results are obtained using an approach advocated by Billor and Loynes (1993). They are found to be more informative when compared with the corresponding results obtained by Liu (2002) using Cook's (1986, 1997) approach for the local influence method.

Original language	English
Title of host publication	Contributions to Probability and Statistics
Subtitle of host publication	Applications and Challenges - Proceedings of the International Statistics Workshop
Place of Publication	Singapore
Publisher	World Scientific Publishing
Pages	129-141
Number of pages	13
ISBN (Electronic)	9789814476478
ISBN (Print)	9812703918, 9789812703910
DOIs	https://doi.org/10.1142/9789812772466_0010
Publication status	Published - 1 Dec 2006
Event	International Statistics Workshop on Contributions to Probability and Statistics: Applications and Challenges - Canberra, ACT, Australia Duration: 4 Apr 2005 → 5 Apr 2005

Conference

Conference	International Statistics Workshop on Contributions to Probability and Statistics: Applications and Challenges
Country/Territory	Australia
City	Canberra, ACT
Period	4/04/05 → 5/04/05

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10.1142/9789812772466_0010

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@inproceedings{3891a0f22e5047b6932c1bd7ac312a5a,

title = "On influence diagnostics in multivariate regression models under elliptical distributions",

abstract = "In this paper multivariate elliptical regression models are studied by using the local influence method in statistical diagnostics. The results are obtained using an approach advocated by Billor and Loynes (1993). They are found to be more informative when compared with the corresponding results obtained by Liu (2002) using Cook's (1986, 1997) approach for the local influence method.",

keywords = "Diagnostics, Elliptical regression models, Likelihood displacement, Matrix differential",

author = "Shuangzhe Liu",

year = "2006",

month = dec,

day = "1",

doi = "10.1142/9789812772466_0010",

language = "English",

isbn = "9812703918",

pages = "129--141",

booktitle = "Contributions to Probability and Statistics",

publisher = "World Scientific Publishing",

note = "International Statistics Workshop on Contributions to Probability and Statistics: Applications and Challenges ; Conference date: 04-04-2005 Through 05-04-2005",

}

Liu, S 2006, On influence diagnostics in multivariate regression models under elliptical distributions. in Contributions to Probability and Statistics: Applications and Challenges - Proceedings of the International Statistics Workshop. World Scientific Publishing, Singapore, pp. 129-141, International Statistics Workshop on Contributions to Probability and Statistics: Applications and Challenges, Canberra, ACT, Australia, 4/04/05. https://doi.org/10.1142/9789812772466_0010

On influence diagnostics in multivariate regression models under elliptical distributions. / Liu, Shuangzhe.
Contributions to Probability and Statistics: Applications and Challenges - Proceedings of the International Statistics Workshop. Singapore: World Scientific Publishing, 2006. p. 129-141.

Research output: A Conference proceeding or a Chapter in Book › Conference contribution

TY - GEN

T1 - On influence diagnostics in multivariate regression models under elliptical distributions

AU - Liu, Shuangzhe

PY - 2006/12/1

Y1 - 2006/12/1

N2 - In this paper multivariate elliptical regression models are studied by using the local influence method in statistical diagnostics. The results are obtained using an approach advocated by Billor and Loynes (1993). They are found to be more informative when compared with the corresponding results obtained by Liu (2002) using Cook's (1986, 1997) approach for the local influence method.

AB - In this paper multivariate elliptical regression models are studied by using the local influence method in statistical diagnostics. The results are obtained using an approach advocated by Billor and Loynes (1993). They are found to be more informative when compared with the corresponding results obtained by Liu (2002) using Cook's (1986, 1997) approach for the local influence method.

KW - Diagnostics

KW - Elliptical regression models

KW - Likelihood displacement

KW - Matrix differential

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U2 - 10.1142/9789812772466_0010

DO - 10.1142/9789812772466_0010

M3 - Conference contribution

AN - SCOPUS:84891275105

SN - 9812703918

SN - 9789812703910

SP - 129

EP - 141

BT - Contributions to Probability and Statistics

PB - World Scientific Publishing

CY - Singapore

T2 - International Statistics Workshop on Contributions to Probability and Statistics: Applications and Challenges

Y2 - 4 April 2005 through 5 April 2005

ER -

On influence diagnostics in multivariate regression models under elliptical distributions

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