Assessing Local Influences in a Multivariate t-Model with Uniform Structure

The present paper is devoted to the problem of assessing local influences in a multivariate t-model with uniform structure. The effects of some minor perturbation on the statistical inference are considered based on Cook's curvature measure. This leads to the largest curvature direction which is the statistic mainly concerned in the local influence analysis. As an application, a common covariance-weighted perturbation is thoroughly discussed.