Influence Measure For Multivariate Covariance Matrix Disturbance Model
Tang Nian-sheng · 2000
In this paper,we consider multivariate linear regreesion model:Y=Xβ+e,e～N n×p (O,VI n),and discuss the disturbance influence of one data case or more on unknown matrix βand V,and give some disturbance influence measuring crterions,calculating formulas and distribution of one data case,and establish the relationships between multivariate disturbing covariance matrix ratio statistic and Hotelling corelation coefficients.