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The local influence approach to the linear regression model with first-order autoregressive errors is developed and discussed. An advantage of this approach is that it avoids the inappropriate case-deletion diagnostic in the autoregressive model and it also allows simultaneous perturbations on...
Persistent link: https://www.econbiz.de/10005137893
Partial least squares (PLS) regression has received increasing attention in recent years. However, like other regression methods, PLS fitting could be substantially altered by one or a few influential points. This paper assesses the local influence by examining the second order derivatives on...
Persistent link: https://www.econbiz.de/10005137989
In nonlinear regression, we measure the interaction between observations in a random perturbation model for assessing the local influence. Our perturbation model perturbs all cases separately, and our measures combine all sides together. Approximations are given for these measures. An example of...
Persistent link: https://www.econbiz.de/10005137999
Inspired by Cook's (1986) assessment of local influence by studying the curvature of a surface associated with the overall discrepancy measure, this paper assesses the local influence through the curvature of the perturbation-formed surface of residual sum of squares (RSS) and multiple potential...
Persistent link: https://www.econbiz.de/10005138019
A simple, direct approach is presented to approximate the optimal stopping rules associated with the Bayesian sequential test for a normal mean.
Persistent link: https://www.econbiz.de/10005254694
Persistent link: https://www.econbiz.de/10005192814
Persistent link: https://www.econbiz.de/10010558282
Abstract In the area of stress-strength models there has been a large amount of work as regards estimation of the reliability R = Pr( X Y ). The algebraic form for R = Pr( X Y ) has been worked out for the vast majority of the well-known distributions when X and Y are independent random...
Persistent link: https://www.econbiz.de/10014590779
Abstract The distribution of the ratio is derived when X and Y are logistic and Bessel function random variables distributed independently of each other. The distribution is of interest in econometrics, and ranking and selection problems.
Persistent link: https://www.econbiz.de/10014590789
Over 50 years ago, in a 1955 issue of JASA, a paper on a bounded continuous distribution by Topp and Leone [C.W. Topp and F.C. Leone, A family of J-shaped frequency functions, J. Am. Stat. Assoc. 50(269) (1955), pp. 209-219] appeared (the subject was dormant for over 40 years but recently the...
Persistent link: https://www.econbiz.de/10005492072