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Local Influence in Comparative Calibration Models Under Elliptical t ‐Distributions
Author(s) -
Galea Manuel,
Bolfarine Heleno,
Vilca Filidor
Publication year - 2005
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.200310138
Subject(s) - calibration , mathematics , multivariate statistics , context (archaeology) , elliptical distribution , data set , statistical physics , set (abstract data type) , algorithm , statistics , computer science , multivariate normal distribution , physics , geography , archaeology , programming language
In this paper we consider applications of local influence (Cook, 1986) to evaluate small perturbations in the model or data set in the context of structural comparative calibration (Bolfarine and Galea, 1995) assuming that the measurements obtained follow a multivariate elliptical distribution. Different perturbation schemes are investigated and an application is considered to a real data set, using the elliptical t ‐distribution. (© 2005 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)