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.
Citation
Mauricio Zevallos. Luiz Koodi Hotta. "A note on curvature influence diagnostics in elliptical regression models." Braz. J. Probab. Stat. 31 (3) 561 - 568, August 2017. https://doi.org/10.1214/16-BJPS324
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