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Influence measures based on Cressie-Read divergence measures in multivariate linear model

By Joaquín A. García de las Heras, Joaquín Muñoz García, Juan Manuel Muñoz Pichardo and Leandro Pardo Llorente

Abstract

We define a new family of influence measures based on the divergence measures, in the multivariate general linear model. Influence measures are obtained by quantifying the divergence between the sample distribution of an estimate obtained with all the observations and the sample distribution of the same estimate obtained without any observation. This approach is applied to best linear unbiased estimates of estimable functions. Therefore, these diagnostics can be applied to every statistical multivariate technique that can be formulated like this kind of model. Some examples are considered to clarify the applicability of the introduced diagnostics

Topics: Estadística aplicada
Publisher: Taylor & Francis
Year: 2006
DOI identifier: 10.1080/03610920600762822
OAI identifier: oai:www.ucm.es:17701
Provided by: EPrints Complutense
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