Influence analysis on stein estimate in<br /> regression model with covariance matrix disturbance<br />
Journal Title: Science Paper Online - Year 2007, Vol 2, Issue 1
Abstract
In this paper, we set up the relationships among the Model with covariance matrix disturbance for Stein estimate and the G-M model for Stein estimate, data deletion Model for stein estimate, with the result that inferring the general Cook distance (based on the Stein estimate) of the biased estimate.
Authors and Affiliations
Zhengliang Ru , Fancheng Yin
Keywords
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