Linear regression.
admissibilityautocorrelated errorsbiased estimationcoefficient of determinationconsistencyequicorrelated errorsGauss-Markov theoremgeneralized least squaresgoodness of fitheteroscedastic errorsinfluential observationsiteration estimatorjackknife modified ridge estimatorleveragelinear admissibilitylinear minimax estimatorlinear unbiased estimationM estimatorMallows' \(C_p\)Marquardt estimatornon-scalar covariance matrixnormal quantile plotnormalitypredictive losspretest estimationregression diagnosticsreparameterizationresidual plotriskscaled condition indexesseemingly unrelated regressionsingular covariance matrixsquared error lossStein estimationstepwise regressiontesting model assumptionstwo-stage estimationvariance inflation factorsweighted least squares estimation
- Matrix trace Wielandt inequalities with statistical applications
- Regularized linear and kernel redundancy analysis
- Linear least squares regression: A different view
- The compression LS estimate of regression coefficient in multivariate linear model
- Influence diagnostic analysis in the possibly heteroskedastic linear model with exact restrictions
- Connectedness versus diversification: two sides of the same coin
- Predictive performance of linear regression models
- An iterative approach to minimize the mean squared error in ridge regression
- On ridge operators
- Portfolio theorem proving and prover runtime prediction for geometry
- Comparison of some estimation methods in linear regression
- Some measures of the amount of information for the linear regression model
- Ridge estimation in linear models with heteroskedastic errors
- Regression estimators. A comparative study.
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- Asymptotic behaviour of regression pre-test estimators with minimal Bayes risk
- Difference-based ridge estimator of parameters in partial linear model
- Efficiency of the modified jackknifed Liu-type estimator
- Shrinkage estimation for the mean of the inverse Gaussian population
- Applied Linear Regression
- Kernel estimator and predictor of partially linear mixed-effect errors-in-variables model
- Almost sure convergence for weighted sums of -mixing random variables with applications
- The feasible generalized restricted ridge regression estimator
- Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics
- Non-diagonal-type estimator in linear regression
- Reviving some geometric aspects of shrinkage estimation in linear models
- V-optimality of designs in random effects Poisson regression models
- A new approach in modelling the circular data: circular ridge estimator
- Admissible linear estimators in the general Gauss-Markov model under generalized extended balanced loss function
- A note on Cohen's d from a partitioned linear regression model
- A minimum matrix valued risk estimator combining restricted and ordinary least squares estimators
- A Statistical Learning Theory Approach for the Analysis of the Trade-off Between Sample Size and Precision in Truncated Ordinary Least Squares
- A note on Farebrother’s estimator: a comparative study
- Nonsense associations in Markov random fields with pairwise dependence
- Equality between two general ridge estimators and equivalence of their residual sums of squares
- Restricted Liu-type regression estimators in linear regression model
- An information criterion for normal regression estimation
- Linear estimation with regressor decomposition
- A jackknifed ridge estimator in the linear regression model with heteroscedastic or correlated errors
- Regularized partial and/or constrained redundancy analysis
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