[KSCI] Korea Science Citation Index Service

LOCAL INFLUENCE ANALYSIS OF THE PROPORTIONAL COVARIANCE MATRICES MODEL

Kim, Myung-Geun (Department of Applied Statistics, Seowon University)
Jung, Kang-Mo (Department of Informatics ＆ Statistics, Kunsan National University)

Publication Information

Journal of the Korean Statistical Society / v.33, no.2, 2004 , pp. 233-244 More about this Journal

Abstract

The influence of observations is investigated in fitting proportional covariance matrices model. Local influence measures are obtained when all parameters or subsets of the parameters are of interest. We will also derive the local influence measure for investigating the influence of observations in testing the proportionality of covariance matrices. A numerical example is given for illustration.

Keywords

Covariance matrix; local influence; proportionality; test.;

Citations & Related Records

Reference

1	Proportionality of covariance matrices / [ ERIKSEN,P.S. ] / The Annals of Statistics DOI ScienceOn
2	Statistical inference for constants of proportionality between covariance matrices / [ GUTTMAN,I.;KIM,D.Y.;OLKIN,I.;P.R.Krishnaiah(ed.) ] / Multivariate Analysis Ⅵ
3	/ [ JOHNSON,R.A.;WICHERN,D.W. ] / Applied Multivariate Statistical Analysis(3rd ed.)
4	Regression tranformation diagnostics using local influence / [ LAWRANCE,A.J. ] / Journal of the American Statistical Association DOI ScienceOn
5	Testing proportionality of covariance matrices / [ FEDERER,W.T. ] / The Annals of Mathematical Statistics DOI ScienceOn
6	Proportionality of k covariance matrices / [ FLURY,B.K. ] / Statistics & Probability Letters DOI ScienceOn
7	/ [ COOK,R.D.;WEISBERG,S. ] / Residuals and Influence in Regression
8	Assessment of local influence (with discussion) / [ COOK,R.D. ] / Journal of the Royal Statistical Society
9	/ [ MAGNUS,J.R.;NEUDECKER,H. ] / Matrix Differential Calculus with Applications in Statistics and Econometrics
10	The comparison of sample covariance matrices using likelihood ratio tests / [ MANLY,B.F.J.;RAYNER,J.C.W. ] / Biometrika DOI ScienceOn