کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
415952 681263 2011 17 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Local influence for Student-tt partially linear models
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
Local influence for Student-tt partially linear models
چکیده انگلیسی

In this paper we extend partial linear models with normal errors to Student-tt errors. Penalized likelihood equations are applied to derive the maximum likelihood estimates which appear to be robust against outlying observations in the sense of the Mahalanobis distance. In order to study the sensitivity of the penalized estimates under some usual perturbation schemes in the model or data, the local influence curvatures are derived and some diagnostic graphics are proposed. A motivating example preliminary analyzed under normal errors is reanalyzed under Student-tt errors. The local influence approach is used to compare the sensitivity of the model estimates.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 55, Issue 3, 1 March 2011, Pages 1462–1478
نویسندگان
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