| 联合均值与方差模型的统计诊断 |
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| 引用本文： | 戴琳,陶冶,吴刘仓.联合均值与方差模型的统计诊断[J].统计与信息论坛,2017(1):14-19. |
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| 作者姓名： | 戴琳 陶冶 吴刘仓 |
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| 作者单位： | 昆明理工大学理学院,云南昆明,650093 |
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| 基金项目： | 国家自然科学基金项目《复杂数据下联合均值与方差模型的统计推断》(11261025)；国家自然科学基金项目《复杂空间点过程数据的统计推断》(11126309)；云南省自然科学基金项目《云南省地区经济增长差异与效率研究》(2011FZ044) |
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| 摘 要： | 研究了联合均值与方差模型,考虑了基于数据删除模型的参数估计和统计诊断,比较删除模型与未删除模型相应统计量之间的差异。首次提出了基于联合均值与方差模型的诊断统计量和局部影响分析。通过模拟研究和实例分析,给出了不同的诊断统计量来判别异常点或强影响点,研究表明提出的理论和方法是有用和有效的。
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| 关 键 词： | 联合均值与方差模型 数据删除模型 局部影响分析 统计诊断 |
Statistical Diagnostics for Joint Mean and Variance Models |
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| DAI Lin,TAO Ye,WU Liu-cang.Statistical Diagnostics for Joint Mean and Variance Models[J].Statistics & Information Tribune,2017(1):14-19. |
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| Authors: | DAI Lin TAO Ye WU Liu-cang |
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| Abstract: | We investigate the joint mean and variance models , parameter estimation and statistical diagnostic for case‐deletion model are considered ,the difference between the corresponding statistics of the model and the non‐deleted model is compared .The diagnostic statistics and local influence analysis based on the joint mean and variance models are firstly proposed .Through the simulation and a real example , given the different diagnostic statistics to identify abnormal point or strong influence point ,the results show that the proposed theory and method are useful and effective. |
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| Keywords: | joint mean and variance models case-deletion model local influence analysis statistical diagnostics |
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