Assessing Local Influence in Multivariate Analyses of Incomplete Data

• Kim Hyum-Jeong

• Tarumi Tomoyuki

• Tanaka Yutaka

抄録

The present paper deals with multivariate analyses applied to the maximum likelihood estimate(s) for (the mean vector and) the covariance matrix based on incomplete data, and derives influence functions for the mean vector, the covariance matrix and some statistics in multivariate analyses. Influential directions in the sense of Cook's local influence are also derived. A numerical example is given to show the usefulness of the proposed method.

収録刊行物

• 岡山大学環境理工学部研究報告

  岡山大学環境理工学部研究報告 3 (1), 37-46, 1998-01-14

  岡山大学環境理工学部

詳細情報

• CRID: 1390572174577993344
• NII論文ID: 120002313576
• NII書誌ID: AN10529213
• ISSN: 13419099
• DOI: 10.18926/fest/11562
• Web Site: https://ousar.lib.okayama-u.ac.jp/11562
• 本文言語コード: en
• データソース種別:
  • JaLC
  • IRDB
  • CiNii Articles