On Estimation and Local Influence Analysis for Measurement Errors Models Under Heavy-tailed Distributions |
From inside the book
4 pages matching observed information matrix in this book
Where's the rest of this book?
Results 1-3 of 4
Common terms and phrases
Ana Cristina Mereu Analysis for Measurement Angolini asymptotic bfat Bfati Bolfarine and Galea-Rojas Campinas Capelas de Oliveira Case-weight perturbation CN-MEM conditional expectation considered contaminated normal Contaminated-Normal covariance matrix denoted distribution The multivariate distributions with heavier E-step Eigenvalues elements given EM algorithm EM-algorithm Estimate SE Estimate expected information matrix Ə² four fitted models Gamma function heavier tails Heavy-tailed Distributions Hessian matrix horizontal lines delimit influence analysis influence approach influential Jaume Llibre Lange and Sinsheimer Lee and Xu log-likelihood function Mahalanobis distance measured with error Measurement Errors Models mixtures of normal ML estimators normal distribution observed information matrix Osorio parameter estimation parameter vector perturbation schemes plots of M(0 power exponential distribution probability density function Q-displacement function random variable RELATÓRIO DE PESQUISA robust estimation scale mixtures SL-MEM T-MEM U₁ V. H. Lachos wolê Zhu and Lee θαθω λου λφι