A DIAGNOSTIC METHOD OF DETECTING OUTLIERS IN TESTING THE EQUALITY OF TWO COVARIANCE MATRICES

Abstract

The local influence method introduced by Cook (1986) is adapted to the detection of influential observations in testing the equality of two covariance matrices. The method is very informative in that it clearly identifies individually and jointly influential observations. An illustrative example is given to show the effectiveness of the method.

Journal

Journal of the Japanese Society of Computational Statistics   [List of Volumes]

Journal of the Japanese Society of Computational Statistics 8(1), 9-16, 1995-12  [Table of Contents]

Japanese Society of Computational Statistics

References:  7

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Codes

  • NII Article ID (NAID) :
    110001235618
  • NII NACSIS-CAT ID (NCID) :
    AA10823693
  • Text Lang :
    ENG
  • Article Type :
    ART
  • ISSN :
    09152350
  • Databases :
    CJP  NII-ELS 

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