ID | 11519 |
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Sort Key | 4
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FullText URL | |
Author |
Sung, JiMin
Yang, WooSung
Tanaka, Yutaka
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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.
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Keywords | Covariance Selection
Local Influence
Influence Function
Stepwise Procedure
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Publication Title |
岡山大学環境理工学部研究報告
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Published Date | 2002-03-22
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Volume | volume7
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Issue | issue1
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Publisher | 岡山大学環境理工学部
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Publisher Alternative | Faculty of Environmental Science and Technology, Okayama University
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Start Page | 23
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End Page | 29
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ISSN | 1341-9099
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NCID | AN10529213
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Content Type |
Departmental Bulletin Paper
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OAI-PMH Set |
岡山大学
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language |
English
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File Version | publisher
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NAID | |
Eprints Journal Name | fest
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