The Selection of Variates for Use in Prediction with Some Comments on the General Problem of Nuisance Parameters
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Publication:5777634
DOI10.1214/AOMS/1177731867zbMATH Open0023.34206OpenAlexW1975409770WikidataQ93654198 ScholiaQ93654198MaRDI QIDQ5777634FDOQ5777634
Publication date: 1940
Published in: Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177731867
Cited In (13)
- A NONPARAMETRIC TEST FOR THE EQUALITY OF DEPENDENT CORRELATION COEFFICIENTS UNDER NORMALITY
- Selecting the best linear regression model. A classical approach
- Comparing Pearson Correlations: Dealing with Heteroscedasticity and Nonnormality
- Remarks on the rows and columns of $P$ in the matrix equation $A=PP^*$
- Inferences on correlation coefficients: one-sample, independent and correlated cases
- On a test for equality of dependent correlation coefficients
- Mean squared errors of forecast for selecting nonnested linear models and comparison with other criteria
- Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics
- Tests on the Equality of Two Multiple Correlation Coefficients
- An approximation to the distribution of the product of two dependent correlation coefficients
- Fisher and regression
- Mean and variance of \(R^ 2\) in small and moderate samples
- On comparing, classifying and clustering several dependent regression models
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