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ID 11519
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Author
Sung, JiMin
Yang, WooSung
Tanaka, Yutaka
Abstract
Analysis of covariance selection models is a useful multivariate method to analyze the covariance structure of a multivariate normal distribution. It is used to reveal cause-and-effect relationships. In the present paper we review the theory and study numerically how the stepwise procedure of covariance selection works in actual data analysis. Then we try to develop a method of influence analysis in covariance selection, and show a numerical example to illustrate the usefulness of the method of influence analysis.
Keywords
Covariance Selection
Local Influence
Influence Function
Stepwise Procedure
Publication Title
岡山大学環境理工学部研究報告
Published Date
2002-03-22
Volume
volume7
Issue
issue1
Publisher
岡山大学環境理工学部
Publisher Alternative
Faculty of Environmental Science and Technology, Okayama University
Start Page
23
End Page
29
ISSN
1341-9099
NCID
AN10529213
Content Type
Departmental Bulletin Paper
OAI-PMH Set
岡山大学
language
English
File Version
publisher
NAID
Eprints Journal Name
fest