Influence Diagnostics for a Skew Extension of the Grubbs Measurement Error Model


Autoria(s): MONTENEGRO, Lourdes C.; BOLFARINE, Heleno; LACHOS, Victor H.
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

http://dx.doi.org/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