MathSciDoc: An Archive for Mathematician ∫

 
Log In
Sign Up
Help
Go
 

Influential observations in the estimation of mean vector and covariance matrix

WaiYin Poon Yat Sun Poon

Differential Geometry mathscidoc:1910.43812

British Journal of Mathematical and Statistical Psychology, 55, (1), 177-192, 2002.5
Statistical procedures designed for analysing multivariate data sets often emphasize different sample statistics. While some procedures emphasize the estimates of both the mean vector and the covariance matrix , others may emphasize only one of these two sample quantities. In effect, while an unusual observation in a data set has a deleterious impact on the results from an analysis that depends heavily on the covariance matrix, its effect when dependence is on the mean vector may be minimal. The aim of this paper is to develop diagnostic measures for identifying influential observations of different kinds. Three diagnostic measures, based on the local influence approach, are constructed to identify observations that exercise undue influence on the estimate of , of , and of both together. Real data sets are analysed and results are presented to illustrate the effectiveness of the proposed measures.
No keywords uploaded!
[ Download ] [ 2019-10-20 22:09:38 uploaded by ypoon ] [ 598 downloads ] [ 0 comments ] 
@inproceedings{waiyin2002influential,
  title={Influential observations in the estimation of mean vector and covariance matrix},
  author={WaiYin Poon, and Yat Sun Poon},
  url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191020220939121013341},
  booktitle={British Journal of Mathematical and Statistical Psychology},
  volume={55},
  number={1},
  pages={177-192},
  year={2002},
}
WaiYin Poon, and Yat Sun Poon. Influential observations in the estimation of mean vector and covariance matrix. 2002. Vol. 55. In British Journal of Mathematical and Statistical Psychology. pp.177-192. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191020220939121013341.
Please log in for comment!
 
 
Contact us: office-iccm@tsinghua.edu.cn | Copyright Reserved