Predictive Influence of Variables in a Multivariate Distribution in Presence of Perfect Multicollinearity
DOI10.1080/03610920701648805zbMath1318.62010OpenAlexW2151942445MaRDI QIDQ5450539
S. K. Bhattacharjee, Md. Nurul Haque Mollah
Publication date: 12 March 2008
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920701648805
Gaussian distributionKullback-Leibler divergencemulticollinearitypredictive distributionlinear regression modelBayesian approachclassical approachinfluence of variables
Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Foundations and philosophical topics in statistics (62A01) Approximations to statistical distributions (nonasymptotic) (62E17)
Related Items (1)
Cites Work
- Unnamed Item
- Robust Blind Source Separation by Beta Divergence
- On a Measure of the Information Provided by an Experiment
- Exploring Latent Structure of Mixture ICA Models by the Minimum β-Divergence Method
- The influence of variables in a logistic model
- The Hat Matrix in Regression and ANOVA
- Applied regression analysis bibliography update 1994-97
- A Predictive View of the Detection and Characterization of Influential Observations in Regression Analysis
- On Information and Sufficiency
This page was built for publication: Predictive Influence of Variables in a Multivariate Distribution in Presence of Perfect Multicollinearity