Linear regression.
consistencycoefficient of determinationleverageregression diagnosticsseemingly unrelated regressionnormalityriskreparameterizationadmissibilityautocorrelated errorstwo-stage estimationsquared error lossstepwise regressionGauss-Markov theoremgoodness of fitinfluential observationsStein estimationlinear minimax estimatorgeneralized least squaresheteroscedastic errorssingular covariance matrixbiased estimationMallows' \(C_p\)linear unbiased estimationweighted least squares estimationpretest estimationvariance inflation factorsnon-scalar covariance matrixpredictive lossequicorrelated errorsiteration estimatorjackknife modified ridge estimatorlinear admissibilityM estimatorMarquardt estimatornormal quantile plotresidual plotscaled condition indexestesting model assumptions
- scientific article; zbMATH DE number 4011693 (Why is no real title available?)
- A jackknifed ridge estimator in the linear regression model with heteroscedastic or correlated errors
- Admissible linear estimators in the general Gauss-Markov model under generalized extended balanced loss function
- scientific article; zbMATH DE number 52731 (Why is no real title available?)
- Predicting the continuation of a function with applications to call center data
- Influence diagnostic analysis in the possibly heteroskedastic linear model with exact restrictions
- Kernel estimator and predictor of partially linear mixed-effect errors-in-variables model
- Difference-based ridge estimator of parameters in partial linear model
- Portfolio theorem proving and prover runtime prediction for geometry
- Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics
- Some measures of the amount of information for the linear regression model
- Almost sure convergence for weighted sums of \(\varphi\)-mixing random variables with applications
- Comparison of some estimation methods in linear regression
- On ridge operators
- An iterative approach to minimize the mean squared error in ridge regression
- Regularized partial and/or constrained redundancy analysis
- V-optimality of designs in random effects Poisson regression models
- Efficiency of the modified jackknifed Liu-type estimator
- Asymptotic behaviour of regression pre-test estimators with minimal Bayes risk
- Matrix trace Wielandt inequalities with statistical applications
- Connectedness versus diversification: two sides of the same coin
- Applied Linear Regression
- Shrinkage estimation for the mean of the inverse Gaussian population
- An information criterion for normal regression estimation
- Non-diagonal-type estimator in linear regression
- A new approach in modelling the circular data: circular ridge estimator
- Linear estimation with regressor decomposition
- A note on Cohen's \(d\) from a partitioned linear regression model
- Regression estimators. A comparative study.
- scientific article; zbMATH DE number 3909561 (Why is no real title available?)
- A Statistical Learning Theory Approach for the Analysis of the Trade-off Between Sample Size and Precision in Truncated Ordinary Least Squares
- Ridge estimation in linear models with heteroskedastic errors
- Regularized linear and kernel redundancy analysis
- Predictive performance of linear regression models
- A minimum matrix valued risk estimator combining restricted and ordinary least squares estimators
- The feasible generalized restricted ridge regression estimator
- scientific article; zbMATH DE number 49700 (Why is no real title available?)
- scientific article; zbMATH DE number 3967722 (Why is no real title available?)
- Reviving some geometric aspects of shrinkage estimation in linear models
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