Local influence in comparative calibration models under elliptical t-distributions

Número: 
13
Ano: 
2002
Autor: 
Manuel Galea
Heleno Bolfarine
Filidor E. Vilca-Labra
Abstract: 

In this paper we consider applications of local influence (Cook, 1986) to evaluate small perturbations in the model or data set in the context of structural comparative calibration (Bolfarine and Galea, 1995) assuming that the measurements obtained follow a multivariate elliptical distribution. Different perturbation schemes are investigated and an application is considered to a real data set, using the elliptical t-distribution.

Keywords: 
Local influence
Comparative calibration
Elliptical distribution
Arquivo: