Author:
Arias-Nicolás J. P.,Fernández-Ponce J. M.,Luque-Calvo P.,Suárez-Llorens A.
Abstract
We study the concept of multivariate dispersion order, defined as the
existence of an expansion function that maps a random vector to another
one, for multivariate distributions with the same dependence structure. As
a particular case, we can order the multivariate t-distribution
family in dispersion sense. Finally, we use these results in the problem
of detection and characterization of influential observations in
regression analysis. This problem can often be used to compare two
multivariate t-distributions.
Publisher
Cambridge University Press (CUP)
Subject
Industrial and Manufacturing Engineering,Management Science and Operations Research,Statistics, Probability and Uncertainty,Statistics and Probability
Cited by
17 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献