Regression with strongly correlated data

DOI10.1016/j.jmva.2008.02.008zbMath1149.62057arXivmath/0702843OpenAlexW2020772737WikidataQ58315145 ScholiaQ58315145MaRDI QIDQ953868

John M. Finn, Christopher S. Jones, Nicolas W. Hengartner

Publication date: 6 November 2008

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0702843

zbMATH Keywords

least squaresinfill asymptoticsregressionhighly correlated errorsPeelle's pertinent puzzle

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Applications of statistics to physics (62P35)

Related Items (3)

Testing for Spatial Autocorrelation: The Regressors that Make the Power Disappear ⋮ Defense of the least squares solution to Peelle's pertinent puzzle ⋮ Alternatives to the least squares solution to Peelle's pertinent puzzle

Cites Work

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• Fixed-Domain Asymptotics for Spatial Periodograms
• Design and analysis of computer experiments when the output is highly correlated over the input space
• Limits for the Precision and Value of Information from Dependent Sources
• Combining Probability Distributions from Dependent Information Sources
• Analysing Data from Hormone-Receptor Assays
• How Many Forecasters Do You Really Have? Mahalanobis Provides the Intuition for the Surprising Clemen and Winkler Result

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