Influence in the Elliptical Modified Ridge Regression

M. Amanullah, G. R. Pasha and M. Aslam

Communications in Statistics - Theory and Methods, 2014, vol. 43, issue 21, 4650-4667

Abstract: In this article, we present diagnostic methods for the modified ridge regression under elliptical model based on the pseudo-likelihood function. The maximum likelihood estimators of the parameters in the modified ridge elliptical model are given and local influence measures are developed. Finally, illustration of our methodology is given through a numerical example.

Date: 2014
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DOI: 10.1080/03610926.2012.737497

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