Influence measure based on probabilistic behavior of regression estimators

DOI10.1007/S00180-014-0524-ZzbMath1342.65039OpenAlexW1980295785MaRDI QIDQ736991

Myung Geun Kim

Publication date: 5 August 2016

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-014-0524-z

zbMATH Keywords

covariance matrixinfluenceCook's distanceeigen analysis

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05)

Cites Work

• An unbalanced jackknife
• Detection of Influential Observation in Linear Regression
• The Joint Distribution of the Standardized Least Squares Residuals from a General Linear Regression
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