Communications for Statistical Applications and Methods

  • 제6권3호
  • /
  • Pages.939-946
  • /
  • 1999
  • /
  • 2287-7843(pISSN)
  • /
  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

Influence Analysis of the Liklihood Ratio Test in Multivariate Behrens-Fisher Problem

  • Jung, Kang-Mo (Assostamt Professor, Department of Informatics and Statistics, Kunsan National University) ;
  • Kim, Myung-Geun (Associate Professor, Department of Applied Statistics, Seowon University)
  • 발행 : 1999.12.01
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초록

We propose methods for detecting influential observations that have a large influence on the likelihood ratio test statistic for the multivariate Behrens-Fisher problem. For this purpose we derive the influence curve and the derivative influence of the likelihood ratio test statistic. An illustrative example is given to show the effectiveness of the proposed methods on the identification of influential observations.

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참고문헌

  1. Residuals and influence in regression Cook, R.D.;Weisberg, S.
  2. Journal of the American Statistical Association v.82 Influence analysis of generalized least squares estimators De Gruttola, V.;Ware, J.H.;Louis, T.A.
  3. Journal of the American Statistical Association v.69 The influence curve and its role in robust estimation Hampel, F.R.
  4. Applied multivariate statistical analysis (3rd ed.) Johnson, R.A.;Wichern, D.W.
  5. Communications in Statistics: Theory and Methods v.24 The influence in comparing covariance matrices Kim, M.G.
  6. Multivariate analysis Mardia, K.V.;Kent, J.T.;Bibby, J.M.