岡山大学環境理工学部研究報告 ISSN 2187-6940
Published by Faculty of Environmental Science and Technology, Okayama University

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Assessing Local Influence in Multivariate Analyses of Incomplete Data

Kim Hyum-Jeong 岡山大学
垂水 共之 岡山大学
田中 豊 岡山大学
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.
ISSN
1341-9099
NCID
AN10529213