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Some New Methods for Local Sensitivity Analysis in Statistics

  • Enrique Castillo
  • Carmen Castillo
  • Ali S. Hadi
  • J. M. Sarabia
Chapter
  • 2.3k Downloads
Part of the Statistics for Industry and Technology book series (SIT)

Abstract

This chapter deals with the problem of local sensitivity analysis, that is, how sensitive the results of a statistical analysis are to a change in the data. A closed formula for the calculation of local sensitivities in optimization problems is applied to some optimization problems in statistics, including regression, maximum likelihood, and other situations involving ordered and data constrained parameters. In addition, a general method for evaluating the sensitivities for the method of moments is obtained. The methods are illustrated with several examples.

Keywords and phrases

Data constrained parameters exponential families local sensitivity mathematical programming duality maximum likelihood method of moments ordered parameters 

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Copyright information

© Birkhäuser Boston 2006

Authors and Affiliations

  • Enrique Castillo
    • 1
  • Carmen Castillo
    • 2
  • Ali S. Hadi
    • 3
  • J. M. Sarabia
    • 1
  1. 1.University of CantabriaSantanderSpain
  2. 2.University of GranadaSantanderSpain
  3. 3.The American University in CairoCairoEgypt

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