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Case-deletion Influence Measures for the Data from Multivariate t Distributions.
- Source :
-
Journal of Applied Statistics . Oct2007, Vol. 34 Issue 8, p907-921. 15p. 3 Charts, 6 Graphs. - Publication Year :
- 2007
-
Abstract
- For the data from multivariate t distributions, it is very hard to make an influence analysis based on the probability density function since its expression is intractable. In this paper, we present a technique for influence analysis based on the mixture distribution and EM algorithm. In fact, the multivariate t distribution can be considered as a particular Gaussian mixture by introducing the weights from the Gamma distribution. We treat the weights as the missing data and develop the influence analysis for the data from multivariate t distributions based on the conditional expectation of the complete-data log-likelihood function in the EM algorithm. Several case-deletion measures are proposed for detecting influential observations from multivariate t distributions. Two numerical examples are given to illustrate our methodology. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 02664763
- Volume :
- 34
- Issue :
- 8
- Database :
- Academic Search Index
- Journal :
- Journal of Applied Statistics
- Publication Type :
- Academic Journal
- Accession number :
- 26946450
- Full Text :
- https://doi.org/10.1080/02664760701590574