In this paper we consider the Capital Asset Pricing Model under Elliptical (symmetric) Distributions. This class of distributions, which contains the normal distribution, t, contaminated normal and power exponential, among others, offers a more flexible framework for modelling asset prices or...

Based on the local influence approach with an appropriate perturbation scheme, measures are developed to assess the influence of an individual cell in contingency tables. The authors demonstrate that the developed measures are particularly suitable for sensitivity analysis in tables with...

In this paper we present various diagnostic methods for a linear regression model under a logarithmic Birnbaum-Saunders distribution for the errors, which may be applied for accelerated life testing or to compare the median lives of several populations. Some influence methods, such as the local...