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非线性均值方差模型的贝叶斯数据删除统计诊断

赵远英1,徐登可2,段星3   

  1. 1. 贵阳学院数学与信息科学学院,\贵阳 550005; 2. 浙江农林大学统计系, 杭州 311300; 3. 贵州财经大学数学与统计学院, 贵阳 550025
  • 出版日期:2020-01-25 发布日期:2020-04-29

赵远英,徐登可,段星德. 非线性均值方差模型的贝叶斯数据删除统计诊断[J]. 系统科学与数学, 2020, 40(1): 171-179.

ZHAO Yuanying,XU Dengke,DUAN Xingde. Bayesian Case Deletion Statistical Diagnostics for Nonlinear Mean and Variance Models[J]. Journal of Systems Science and Mathematical Sciences, 2020, 40(1): 171-179.

Bayesian Case Deletion Statistical Diagnostics for Nonlinear Mean and Variance Models

ZHAO Yuanying1 ,XU Dengke2 ,DUAN Xingde3   

  1. 1. College of Mathematics and Information Science, Guiyang University, Guiyang 550005; 2. Department of Statistics, Zhejiang Agriculture and Forestry University, Hangzhou 311300; 3. School of Mathematics and Statistics, Guizhou University of Finance and Economy, Guiyang 550025
  • Online:2020-01-25 Published:2020-04-29

文章在非线性均值方差模型框架下基于K-L距离研究贝叶斯数据删除影响的统计诊断问题, 通过应用Gibbs抽样和MH算法估计贝叶斯数据删除影响诊断统计量.随机模拟研究和红鳟鲑鱼数据的数值例子说明该诊断方法的可行性.

Bayesian case deletion statistical diagnostics based on K-L divergence for nonlinear mean and variance models are studied in this paper, in which Gibbs sampler and Metropolis-Hastings algorithm are employed to calculate Bayesian case deletion statistic. Simulation studies and a sockeye salmon data example are used to demonstrate the proposed methodology.

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