Local influence in multivariate elliptical linear regression models

DOI10.1016/S0024-3795(01)00585-7zbMath1009.62060MaRDI QIDQ1855351

Shuangzhe Liu

Publication date: 5 February 2003

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

local influencelikelihood displacementmatrix differentialmultivariate elliptical linear regression

Mathematics Subject Classification ID

Multivariate analysis (62H99) Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20)

Related Items

Influence analysis for the generalized Waring regression model, Local influence diagnostics for the test of mean-variance efficiency and systematic risks in the capital asset pricing model, On diagnostics in conditionally heteroskedastic time series models under elliptical distributions, Unnamed Item, On extension of some identities for the bias and risk functions in elliptically contoured distributions, A \(q\)-exponential regression model, Local influence for Student-\(t\) partially linear models, Multivariate linear regression with non-normal errors: a solution based on mixture models, Influence diagnostics in Gaussian spatial linear models, Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics, On influence diagnostics in elliptical multivariate regression models with equicorrelated random errors, Heteroscedasticity and/or autocorrelation checks in longitudinal nonlinear models with elliptical and AR(1) errors, Diagnostics for elliptical linear mixed models with first-order autoregressive errors, Multivariate elliptical models with general parameterization, Local sensitivity and diagnostic tests, Influence diagnostics for linear models with first-order autoregressive elliptical errors, Multivariate Linear Regression Model with Elliptically Contoured Distributed Errors and Monotone Missing Dependent Variables, Influence diagnostics in a vector autoregressive model, Assessment of local influence in elliptical linear models with longitudinal structure, Matrix differential calculus with applications in the multivariate linear model and its diagnostics, Influence diagnostics for elliptical semiparametric mixed models, Bayesian variable selection in linear regression models with non-normal errors, Diagnostics for a Linear Model with First-Order Autoregressive Symmetrical Errors

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Fitting linear relationships. A history of the calculus of observations 1750-1900
• Asymptotics of eigenvalues and unit-length eigenvectors of sample variance and correlation matrices
• On local influence for elliptical linear models
• Local influence in ridge regression
• Bayesian local influence for the growth curve model with Rao's simple covariance structure
• Generalized Leverage and its Applications
• SECOND ORDER LOCAL INFLUENCE IN LINEAR DISCRIMINANT ANALYSIS
• Trimmed Least Squares Estimation in the Linear Model
• Assessment of local influence in multivariate regression analysis
• Local influence in multivariate regression