On influence diagnostics in multivariate regression models under elliptical distributions

    Research output: A Conference proceeding or a Chapter in BookConference contribution

    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 languageEnglish
    Title of host publicationContributions to Probability and Statistics
    Subtitle of host publicationApplications and Challenges - Proceedings of the International Statistics Workshop
    Place of PublicationSingapore
    PublisherWorld Scientific Publishing
    Pages129-141
    Number of pages13
    ISBN (Electronic)9789814476478
    ISBN (Print)9812703918, 9789812703910
    DOIs
    Publication statusPublished - 1 Dec 2006
    EventInternational Statistics Workshop on Contributions to Probability and Statistics: Applications and Challenges - Canberra, ACT, Australia
    Duration: 4 Apr 20055 Apr 2005

    Conference

    ConferenceInternational Statistics Workshop on Contributions to Probability and Statistics: Applications and Challenges
    CountryAustralia
    CityCanberra, ACT
    Period4/04/055/04/05

    Fingerprint

    Influence Diagnostics
    Elliptical Distribution
    Local Influence
    Multivariate Regression
    Multivariate Models
    Regression Model
    Diagnostics

    Cite this

    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 (pp. 129-141). Singapore: World Scientific Publishing. https://doi.org/10.1142/9789812772466_0010
    Liu, Shuangzhe. / On influence diagnostics in multivariate regression models under elliptical distributions. Contributions to Probability and Statistics: Applications and Challenges - Proceedings of the International Statistics Workshop. Singapore : World Scientific Publishing, 2006. pp. 129-141
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    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",
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    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 BookConference contribution

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    KW - Elliptical regression models

    KW - Likelihood displacement

    KW - Matrix differential

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    Liu S. 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. Singapore: World Scientific Publishing. 2006. p. 129-141 https://doi.org/10.1142/9789812772466_0010