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Assessing the predictive influence of cases in a state space process |
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| Authors: | Cavanaugh JE; Johnson WO |
| Institution: | A1 Department of Statistics, 222 Mathematical Sciences Building, University of Missouri, Columbia, Missouri 65211, USA cavanaugh@stat.missouri.edu A2 Division of Statistics, University of California, Davis, CA 95616, USA wojohnson@ucdavis.edu |
| Abstract: | |
| Keywords: | Case-deletion diagnostic EM algorithm Fixed-intervalsmoothing Kalman filtering Kullback-Leibler divergence Prediction Predictive influence function State space modelling Time seriesanalysis |
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