A Note on Local Influence Based on Normal Curvature

Wing K. Fung and C. W. Kwan

Journal of the Royal Statistical Society Series B, 1997, vol. 59, issue 4, 839-843

Abstract: Object functions other than the likelihood displacement, such as a parameter estimate or a test statistic, can also be used in local influence analysis. The normal curvatures of these object functions have been studied in situations where the slopes were non‐zero. In these situations, we show that the normal curvature is not scale invariant and thus ambiguous conclusions will be drawn. Comments on the application of the general normal curvature formula are presented.

Date: 1997
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