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ID 11519
Eprint ID
11519
FullText URL
Author
Sung, JiMin
Yang, WooSung
Tanaka, Yutaka
Abstract
Analysis of covariance selection models is a useful multivariate method to analyze the covariance structure of a multivariate normal distribution. It is used to reveal cause-and-effect relationships. In the present paper we review the theory and study numerically how the stepwise procedure of covariance selection works in actual data analysis. Then we try to develop a method of influence analysis in covariance selection, and show a numerical example to illustrate the usefulness of the method of influence analysis.
Keywords
Covariance Selection
Local Influence
Influence Function
Stepwise Procedure
Published Date
2002-03-22
Publication Title
岡山大学環境理工学部研究報告
Publication Title Alternative
Journal of the Faculty of Environmental Science and Technology, Okayama University
Volume
volume7
Issue
issue1
Publisher
岡山大学環境理工学部
Publisher Alternative
Faculty of Environmental Science and Technology, Okayama University
Start Page
23
End Page
29
ISSN
1341-9099
NCID
AN10529213
Content Type
Departmental Bulletin Paper
Related Url
http://www.okayama-u.ac.jp/user/est/homeJapan.html
language
英語
File Version
publisher
Refereed
False
Eprints Journal Name
fest