Influence Analysis of Multivariate Coefficients of Variation

The multivariate coefficients of variation are widely used in the recent technologies to compare the performance of analytical equipments. We considered four multivariate coefficients of variation proposed by several authors. We propose methods for detecting influential observations that have a large influence on the corresponding multivariate coefficients of variation. For this purpose we derive the empirical influence function and the derivative influence of the estimators under the perturbation scheme. Furthermore we computed the 95 percentile of the empirical influence function for multivariate coefficients of variation based on simulation. An illustrative example is given to show the effectiveness of the proposed methods on the identification of influential observations.