This book systematically introduces the theory of the GCM with particular emphasis on their multivariate statistical diagnostics, which are based mainly on recent developments made by the authors and their collaborators. Provided are complete proofs of theorems as well as practical data sets and MATLAB code.

Inhalt

Introduction Generalized Least Square Estimation Maximum Likelihood Estimation Discordant Outlier and Influential Observation Likelihood-Based Local Influence Bayesian Influence Assessment Bayesian Local Influence