Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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LOCAL INFLUENCE ANALYSIS OF THE PROPORTIONAL COVARIANCE MATRICES MODEL

  • Kim, Myung-Geun (Department of Applied Statistics, Seowon University) ;
  • Jung, Kang-Mo (Department of Informatics ＆ Statistics, Kunsan National University)
  • Published : 2004.06.01
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Abstract

The influence of observations is investigated in fitting proportional covariance matrices model. Local influence measures are obtained when all parameters or subsets of the parameters are of interest. We will also derive the local influence measure for investigating the influence of observations in testing the proportionality of covariance matrices. A numerical example is given for illustration.

Keywords

References

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