Testing adequacy of linear random models

DOI10.1080/02331888708802023MaRDI QIDQ3771437zbMATH OpenOpenAlexFDO

Authors Tormod Næs, Harald Martens

Publication date 1987

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888708802023

zbMATH Keywords

detection of multivariate abnormal observationsfixed modelsleast squareslinear random modelsmean squared erroroutlier detection criterionresiduals from best linear prediction

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear inference, regression (62J99)

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Cites work

• scientific article; zbMATH DE number 3899977 (Why is no real title available?)
• scientific article; zbMATH DE number 3587861 (Why is no real title available?)
• Linear Statistical Inference and its Applications
• Restricted Least Squares Estimation of the Spectra and Concentration of Two Unknown Constituents Available in Mixtures
• Simultaneous Estimation of Parameters in Different Linear Models and Applications to Biometric Problems
• SOME PROBLEMS INVOLVING LINEAR HYPOTHESES IN MULTIVARIATE ANALYSIS

Cited in

(4)

• Testing the adequacy of a linear modelVIAcritical smoothing
• Detection of multivariate outliers in linear mixed models
• Maximization of ESI. Jaynes principle in testing significant inputs of linear model
• scientific article; zbMATH DE number 2015215 (Why is no real title available?)

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