Influence Diagnostics for a Skew Extension of the Grubbs Measurement Error Model
Contribuinte(s) |
UNIVERSIDADE DE SÃO PAULO |
---|---|
Data(s) |
20/10/2012
20/10/2012
2009
|
Resumo |
Influence diagnostics methods are extended in this article to the Grubbs model when the unknown quantity x (latent variable) follows a skew-normal distribution. Diagnostic measures are derived from the case-deletion approach and the local influence approach under several perturbation schemes. The observed information matrix to the postulated model and Delta matrices to the corresponding perturbed models are derived. Results obtained for one real data set are reported, illustrating the usefulness of the proposed methodology. CNPQ/FAPESP/FAPEMIG, Brasil CNPQ/FAPESP/FAPEMIG, Brasil |
Identificador |
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, v.38, n.4, p.667-681, 2009 0361-0918 http://producao.usp.br/handle/BDPI/30514 10.1080/03610910802618385 |
Idioma(s) |
eng |
Publicador |
TAYLOR & FRANCIS INC |
Relação |
Communications in Statistics-simulation and Computation |
Direitos |
restrictedAccess Copyright TAYLOR & FRANCIS INC |
Palavras-Chave | #EM-algorithm #Grubbs model #Local influence #Skew-normal #ASSESSING LOCAL INFLUENCE #LINEAR-MODELS #DISTRIBUTIONS #Statistics & Probability |
Tipo |
article original article publishedVersion |