On influence diagnostics in elliptical multivariate regression models with equicorrelated random errors

Ibacache-Pulgar, G; Paula, GA; Galea M.

Abstract

In this paper we discuss estimation and diagnostic procedures in elliptical multivariate regression models with equicorrelated random errors. Two procedures are proposed for the parameter estimation and the local influence curvatures are derived under some usual perturbation schemes to assess the sensitivity of the maximum likelihood estimates (MLEs). Two motivating examples preliminarily analyzed under normal errors are reanalyzed considering appropriate elliptical distributions. The local influence approach is used to compare the sensitivity of the model estimates. (C) 2013 Elsevier B.V. All rights reserved.

Más información

Título según WOS: On influence diagnostics in elliptical multivariate regression models with equicorrelated random errors
Título de la Revista: STATISTICAL METHODOLOGY
Volumen: 16
Editorial: ELSEVIER SCIENCE BV
Fecha de publicación: 2014
Página de inicio: 14
Página final: 31
Idioma: English
URL: http://linkinghub.elsevier.com/retrieve/pii/S1572312713000488
DOI:

10.1016/j.stamet.2013.06.001

Notas: ISI