scientific article

From MaRDI portal
Publication:3871752

zbMath0433.62041MaRDI QIDQ3871752

Richard F. Gunst, R. L. Mason

Publication date: 1980


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.


Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (39)

Regresion analysis with multicollinear predictor variables: definition, derection, and effectsRegression methods for high dimensional multicollinear dataCollinearity detection in linear regression modelsImputation by power transformationNon Monotone Backtracking Inexact BFGS Method for Regression AnalysisA simulation study on comparison of prediction methods when only a few components are relevantLatent root regression: a biased regression methodology for use with collinear predictor variablesOn eigenvalues, case deletion and extremes in regressionFractional principal components regression: a general approach to biased estimatorsDetection of collinearity- influential observationsModel selection in linear regression using paired bootstrapMultiple Case High Leverage Diagnosis in Regression QuantilesNumber of predictors and multicollinearity: What are their effects on error and bias in regression?Ridge Regression: Degrees of Freedom in the Analysis of VarianceA comparison of stein-like procedures for estimating linear regression models with multicollinear dataA new criterion for variable selectionOn a fuzzy measure of difficulty in system identificationA nonparametric framework to detect outliers in estimating production frontiersLength modified ridge regressionUsing ridge regression to estimate factors affecting the number of births. A comparative studySolve least absolute value regression problems using modified goal programming techniques.Assessing the influence of individual observations on a goodness-of-fit test based on nonparametric regressionImproved model selection method for a regression function with dependent noiseConditional p-values for the F-statistic in a forward selection procedureA further analysis of robust regression modeling and data mining corrections testing in global stocksResampling methods for variable selection in robust regressionAn m-estimation-based model selection criterion with a data-oriented penaltyA comparison of biased regression estimators using a pitman nearness criterionUna caracterizacion aproximada de casos influyentes en multicolinealidadOutlier mining based on principal component estimationA simple adaptation of variable selection software for regression models to select variables in nested error regression modelsRobust model selection using fast and robust bootstrapComparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervalsDe l'unicité des estimateurs robustes en régression lorsque le paramètre d'échelle et le paramètre de la régression sont estimés simultanémentЧисленный метод нелинейного оценивания на основе разностных уравненийThe development of efficient portfolios in Japan with particular emphasis on sales and earnings forecastingDiagnosing collinearity-influential observationsApproximate regression models and splinesInfluential observations i n the analysis of variance




This page was built for publication: