Bayesian Local Influence for a Multivariate TModel with Rao's Simple Structure
Huaixiong Zhang · Mathematica Applicata · 2003
In this paper,the Bayesian local influence ap proach,based on KullbackLeibler divergence,is employed to assess local influen ce in a multivariate Tmodel with Rao's simple structure.Under certain prior di stribution assumption,the Bayesian Hessian matrices of this model are investigat ed in detail.As an application,the common covarianceweighted perturbation sche me is considered particularly.