The Frèchet's metric as a measure of influence in multivariate linear models with random errors elliptically distributed

DOI10.1016/J.CSDA.2003.08.003zbMATH Open1429.62335OpenAlexW2078069988MaRDI QIDQ956946FDOQ956946

Authors A. Enguix-González, J. Muñoz-García, A. Pascual-Acosta, J. M. Muñoz-Pichardo

Publication date 26 November 2008

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2003.08.003

zbMATH Keywords

elliptical distributioninfluence analysismultivariate linear general modelFrèchet's measure

Mathematics Subject Classification ID

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

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• A new measure of overall potential influence in linear regression
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• Rao distance as a measure of influence in the multivariate linear model
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Cited in

(5)

• Using conditional bias in principal component analysis for the evaluation of joint influence on the eigenvalues of the covariance matrix
• Influence Measures Based on Cressie-Read Divergence Measures in Multivariate Linear Model
• Influence measures in beta regression models through distance between distributions
• Influence measures on profile analysis with elliptical data through Frèchet's metric
• Cressie and Read power-divergences as influence measures for logistic regression models

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