Influence Analysis of Multivariate Coefficients of Variation

• 발행기관: 한국자료분석학회
• 저자명: Kang-Mo Jung
• 간행물 정보: 『Journal of The Korean Data Analysis Society (JKDAS)』Vol.14 No.1, 13~22쪽, 전체 10쪽
• 주제분류: 자연과학 > 통계학
• 파일형태: PDF
• 발행일자: 2012.02.28

영문 초록

The multivariate coefficients of variation are widely used in the recent technologies to compare the performance of analytical equipments. We considered four multivariate coefficients of variation proposed by several authors. We propose methods for detecting influential observations that have a large influence on the corresponding multivariate coefficients of variation. For this purpose we derive the empirical influence function and the derivative influence of the estimators under the perturbation scheme. Furthermore we computed the 95 percentile of the empirical influence function for multivariate coefficients of variation based on simulation. An illustrative example is given to show the effectiveness of the proposed methods on the identification of influential observations.

목차

1. Introduction

2. Multivariate Coefficients of Variation

3. Influence Function

4. Derivative Influence

5. Simulation and numerical example

References

키워드

derivative influence influence function method influential observation multivariate coefficients of variation