| Full text | |
| Author(s): |
Zevallos, Mauricio
;
Hotta, Luiz Koodi
Total Authors: 2
|
| Document type: | Journal article |
| Source: | BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS; v. 31, n. 3, p. 561-568, AUG 2017. |
| Web of Science Citations: | 0 |
| Abstract | |
In this paper, we derive analytical expressions for the curvature influence statistic proposed by Cook {[}J. Roy. Statist. Soc. Ser. B 48 (1986) 133-169] in elliptical regression models under a data perturbation scheme. A relationship between the curvature statistics and the residuals is established and the effects of the shape parameter are assessed. The results reveal the role of the shape parameter in applying the curvature influence diagnostics technique. (AU) | |
| FAPESP's process: | 13/22930-0 - Price discovery in high-dimensional arbitrage portfolios |
| Grantee: | Pedro Luiz Valls Pereira |
| Support Opportunities: | Research Projects - Thematic Grants |
| FAPESP's process: | 13/00506-1 - Time series, wavelets and functional data analysis |
| Grantee: | Pedro Alberto Morettin |
| Support Opportunities: | Research Projects - Thematic Grants |