LOCAL ASPECTS OF SENSITIVITY ANALYSIS IN HAYASHI'S THIRD METHOD OF QUANTIFICATION

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Description

A sensitivity analysis in Hayashi's third method of quantification is studied from its local aspects, in the sense that the influences on output statistics caused by infinitesimal change of input data are to be assessed. Our scheme allows elementwise perturbation of the input data matrix as wll as row or column perturbations. It extends the previous results by Tanaka (1984).

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Details 詳細情報について

  • CRID
    1573668926698154752
  • NII Article ID
    110001235574
  • NII Book ID
    AA10823693
  • ISSN
    09152350
  • Text Lang
    en
  • Data Source
    • CiNii Articles

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