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Influence measures based on Cressie-Read divergence measures in multivariate linear model

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García de las Heras, Joaquín A. and Muñoz García, Joaquín and Muñoz Pichardo, Juan Manuel and Pardo Llorente, Leandro (2006) Influence measures based on Cressie-Read divergence measures in multivariate linear model. Communications in statistics.Theory and methods, 35 (11). pp. 2055-2073. ISSN 0361-0926

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Official URL: http://www.tandfonline.com/doi/abs/10.1080/03610920600762822


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Abstract

We define a new family of influence measures based on the divergence measures, in the multivariate general linear model. Influence measures are obtained by quantifying the divergence between the sample distribution of an estimate obtained with all the observations and the sample distribution of the same estimate obtained without any observation. This approach is applied to best linear unbiased estimates of estimable functions. Therefore, these diagnostics can be applied to every statistical multivariate technique that can be formulated like this kind of model. Some examples are considered to clarify the applicability of the introduced diagnostics.


Item Type:Article
Uncontrolled Keywords:influence analysis; leverage; multivariate general linear model; power-divergence measure; residuals; regression.
Subjects:Sciences > Mathematics > Applied statistics
ID Code:17701
Deposited On:16 Jan 2013 11:17
Last Modified:15 Sep 2015 08:42

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