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Influence Measures for a Test Statistic on Independence of Two Random Vectors
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 Title & Authors
Influence Measures for a Test Statistic on Independence of Two Random Vectors
Jung Kang-Mo;
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 Abstract
In statistical diagnostics a large number of influence measures have been proposed for identifying outliers and influential observations. However it seems to be few accounts of the influence diagnostics on test statistics. We study influence analysis on the likelihood ratio test statistic whether the two sets of variables are uncorrelated with one another or not. The influence of observations is measured using the case-deletion approach, the influence function. We compared the proposed influence measures through two illustrative examples.
 Keywords
Covariance matrix;deletion;influence function;likelihood ratio test;
 Language
English
 Cited by
 References
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