Brazilian Journal of Probability and Statistics

A note on curvature influence diagnostics in elliptical regression models

Mauricio Zevallos and Luiz Koodi Hotta

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Abstract

In this paper, we derive analytical expressions for the curvature influence statistic proposed by Cook [J. Roy. Statist. Soc. Ser. B 48 (1986) 133–169] in elliptical regression models under a data perturbation scheme. A relationship between the curvature statistics and the residuals is established and the effects of the shape parameter are assessed. The results reveal the role of the shape parameter in applying the curvature influence diagnostics technique.

Article information

Source
Braz. J. Probab. Stat., Volume 31, Number 3 (2017), 561-568.

Dates
Received: February 2015
Accepted: June 2016
First available in Project Euclid: 22 August 2017

Permanent link to this document
https://projecteuclid.org/euclid.bjps/1503388829

Digital Object Identifier
doi:10.1214/16-BJPS324

Mathematical Reviews number (MathSciNet)
MR3693981

Zentralblatt MATH identifier
1377.62160

Keywords
Data perturbation local influence influential observations

Citation

Zevallos, Mauricio; Hotta, Luiz Koodi. A note on curvature influence diagnostics in elliptical regression models. Braz. J. Probab. Stat. 31 (2017), no. 3, 561--568. doi:10.1214/16-BJPS324. https://projecteuclid.org/euclid.bjps/1503388829


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