• Journal of the Korean Statistical Society
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• 제31권2호
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• pp.237-250
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• 2002

Motivated by Cook's (1986) assessment of local influence by investigating the curvature of a surface associated with the overall discrepancy measure, this paper extends this idea to the linear regression model with AR(p) disturbances. Diagnostic for the linear regression models with AR(p) disturbances are discussed when simultaneous perturbations of the response vector are allowed. For the derived criterion, numerical studies demonstrate routine application of this work.

• 한국지진공학회:학술대회논문집
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• 한국지진공학회 2002년도 춘계 학술발표회 논문집
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• pp.20-27
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• 2002

Conventional Levenberg-Marquardt's nonlinear inversion method is simply modified by taking into account the second derivatives of the Hessian matrix so as to give robust inversion results. The weight of the second derivative terms is determined by the value of so-called λ in Levenberg-Marquardt's method. The new inversion method is applied to observed data from small-to-moderate earthquakes to simultaneously evaluate the modes parameters of the stochastic point-source model in and around the Korean Peninsula. Best estimates of the stochastic model parameters are obtained along with their statistics and compared with the previous results. Overall characteristics of the model parameters are found to be more of those of interplate than intraplate tectonic region.