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The Frechet's metric as a measure of influence in multivariate linear models with random errors elliptically distributed

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  • Munoz-Pichardo, J. M.
  • Enguix-Gonzalez, A.
  • Munoz-Garcia, J.
  • Pascual-Acosta, A.

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Suggested Citation

  • Munoz-Pichardo, J. M. & Enguix-Gonzalez, A. & Munoz-Garcia, J. & Pascual-Acosta, A., 2004. "The Frechet's metric as a measure of influence in multivariate linear models with random errors elliptically distributed," Computational Statistics & Data Analysis, Elsevier, vol. 46(3), pages 469-491, June.
    • Handle: RePEc:eee:csdana:v:46:y:2004:i:3:p:469-491
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    References listed on IDEAS

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    1. M. D. Jimenez Gamero & J. M. Munoz Pichardo & J. Munoz Garcia & A. Pascual Acosta, 2002. "Rao distance as a measure of influence in the multivariate linear model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 29(6), pages 841-854.
    2. W.‐Y. Poon & Y. S. Poon, 1999. "Conformal normal curvature and assessment of local influence," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(1), pages 51-61.
    3. Hadi, Ali S., 1992. "A new measure of overall potential influence in linear regression," Computational Statistics & Data Analysis, Elsevier, vol. 14(1), pages 1-27, June.
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    Cited by:

    1. J. Muñoz-Pichardo & J. Moreno-Rebollo & A. Enguix-González & A. Pascual-Acosta, 2008. "Influence measures on profile analysis with elliptical data through Frèchet’s metric," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 68(1), pages 111-127, June.
    2. Munoz-Garcia, J. & Munoz-Pichardo, J.M. & Pardo, L., 2006. "Cressie and Read power-divergences as influence measures for logistic regression models," Computational Statistics & Data Analysis, Elsevier, vol. 50(11), pages 3199-3221, July.

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