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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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

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

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

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Zentralblatt MATH identifier

Data perturbation local influence influential observations


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.

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