具有R.S.S.结构的GMANOVA-MANOVA模型的影响分析(英文)  

Assessment of Local Influence in the GMANOVA-MANOVA with R.S.S

作　　者：尤进红[1] 茆诗松[1] 

机构地区：[1]华东师范大学统计系,上海200062

出　　处：《华东师范大学学报（自然科学版）》2000年第2期1-12,共12页Journal of East China Normal University(Natural Science)

基　　金：国家自然科学基金!(No.1 9571 0 87)

摘　　要：该文主要讨论具有C .R .Rao简单协方差结构的GMANOVA -MANOVA模型的局部影响分析问题 ,依据似然函数 ,采用曲率度量来评价微小扰动 (这里主要指协方差扰动 )对统计推断的影响。This paper deals with the problem of assessing the local influence in a GMANOVA-MANOVA model with Rao's simple covariance structure (Abbr: R.S.S.). Based on the likelihood displacement, The curvature measure is employed to evaluate the effects of some minor perturbations on the statistical inference, thus leading to the large curvature direction, which is the most critical diagnostic statistic in the context of the local influence analysis. As an application, the common covariance-weighted perturbation scheme is thoroughly considered.

关 键 词：GMANOVA-MANOVA模型 简单协方差结构 ω模型 

分 类 号：O212.4[理学—概率论与数理统计]