Pages that link to "Item:Q4153958"
From MaRDI portal
The following pages link to The Hat Matrix in Regression and ANOVA (Q4153958):
Displaying 50 items.
- Asymptotic inference under heteroskedasticity of unknown form (Q90759) (← links)
- Diagnostic robust generalized potential based on index set equality (DRGP (ISE)) for the identification of high leverage points in linear model (Q311284) (← links)
- Fast quantum algorithms for least squares regression and statistic leverage scores (Q507434) (← links)
- Leverage and subset efficiencies in regression (Q537437) (← links)
- Bounds for a multivariate extension of range over standard deviation based on the Mahalanobis distance (Q551282) (← links)
- Detecting multiple outliers with an application to R \& D productivity (Q583821) (← links)
- Optimal design and directional leverage with applications in differential equation models (Q715502) (← links)
- Impact of simultaneous omission of a variable and an observation on a linear regression equation (Q804178) (← links)
- Diagnosing collinearity-influential observations (Q804192) (← links)
- Bregman divergence to generalize Bayesian influence measures for data analysis (Q830727) (← links)
- A practical method for outlier detection in autoregressive time series modelling (Q911203) (← links)
- Cressie and Read power-divergences as influence measures for logistic regression models (Q959404) (← links)
- Robust smoothing of gridded data in one and higher dimensions with missing values (Q962369) (← links)
- The hat matrix for smoothing splines (Q1055156) (← links)
- Estimative influence measures for the multivariate general linear model (Q1063351) (← links)
- Influence diagnostics for censored regression models (Q1075727) (← links)
- On the robustness of the optimum balanced \(2^ m\) factorial designs of resolution V (given by Srivastava and Chopra) in the presence of outliers (Q1084816) (← links)
- Adjusted variable plots for Cox's proportional hazards regression model (Q1126026) (← links)
- Assessing the influence of individual observations on a goodness-of-fit test based on nonparametric regression (Q1176998) (← links)
- A robust method of estimation based on the MML estimators for a simple linear regression model (Q1193993) (← links)
- Diagnostics in some discrete choice models (Q1330511) (← links)
- Sensitivity analysis for predictor variables in the MSAE regression. (Q1608910) (← links)
- Influence diagnostics in generalized symmetric linear models (Q1621217) (← links)
- Cook's distance for generalized linear mixed models (Q1623747) (← links)
- Factorial and response surface designs robust to missing observations (Q1658165) (← links)
- Alternative HAC covariance matrix estimators with improved finite sample properties (Q1662087) (← links)
- Diagnostics for nonlinear \(L_ p\)-norm estimation (Q1896068) (← links)
- An improvement of the Hotelling \(T^2\) statistic in monitoring multivariate quality characteristics (Q1954877) (← links)
- Multiplicative perturbation bounds for multivariate multiple linear regression in Schatten \(p\)-norms (Q2029823) (← links)
- Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices (Q2091833) (← links)
- The second order approximation to sample influence curve in canonical correlation analysis (Q2248661) (← links)
- A bootstrap study of variance estimation under heteroscedasticity using genetic algorithm (Q2324062) (← links)
- Adaptive strategies for solving parameterized systems using homotopy continuation (Q2333220) (← links)
- Influence diagnostics in elliptical spatial linear models (Q2351818) (← links)
- Efficient algorithms for CUR and interpolative matrix decompositions (Q2363512) (← links)
- Local influence on the ratio and Horvitz-Thompson estimators through the second order approach (Q2383818) (← links)
- On diagnostics in symmetrical nonlinear models (Q2485559) (← links)
- A new measure of overall potential influence in linear regression (Q2563570) (← links)
- (Q2750784) (← links)
- A Classification of influence measures (Q3350560) (← links)
- Una caracterizacion aproximada de casos influyentes en multicolinealidad (Q3357382) (← links)
- Influence Measures Based on Cressie-Read Divergence Measures in Multivariate Linear Model (Q3424227) (← links)
- Fast Quantum Algorithms for Least Squares Regression and Statistic Leverage Scores (Q3452567) (← links)
- A note on the behaviour of augmented principal-component plots in regression (Q3474031) (← links)
- Detection of collinearity- influential observations (Q3474094) (← links)
- An Algorithm for Enhancing Spreadsheet Regression with Out-of-Sample Statistics (Q3543703) (← links)
- Local Influence Under Parameter Constraints (Q3566565) (← links)
- Identifying multiple influential observations in linear regression (Q3592048) (← links)
- On the n-dimensional geometry of regression diagnostics (Q3774758) (← links)
- A distribution free method of detecting outliers in regression (Q3804003) (← links)
