Reweighting to Achieve Elliptically Contoured Covariates in Regression

DOI10.2307/2290862zbMath0799.62078OpenAlexW4238438711MaRDI QIDQ4305731

R. Dennis Cook, Christopher J. Nachtsheim

Publication date: 15 September 1994

Full work available at URL: https://doi.org/10.2307/2290862

linear model Monte Carlo sampling elliptical symmetry sliced inverse regression model robustness SIR Voronoi tesselation SAVE SIRII reweighting minimum volume ellipsoid PHD elliptically contoured covariates linear response surfaces quadratic response surfaces Voronoi weighting

Mathematics Subject Classification ID

Linear inference, regression (62J99)

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