𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On Hsu's theorem in multivariate regression

✍ Scribed by J Kleffe


Publisher
Elsevier Science
Year
1979
Tongue
English
Weight
442 KB
Volume
9
Category
Article
ISSN
0047-259X

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Outliers in Multivariate Regression Mode
✍ Muni S. Srivastava; Dietrich von Rosen πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 279 KB

Likelihood ratio tests for detecting a single outlier in multivariate linear models are considered, where an observation is called an outlier if there has been a shift in the mean. The test statistics are the maximum of n nonindependent statistics, where n is the number of observations. Relevant dis

A note on the multivariate local limit t
✍ M. Bloznelis πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 111 KB

Given a Gaussian distribution G in l 2 we construct l 2 -valued i.i.d. random variables X 1 ; X 2 ; : : : such that: absolutely continuous with respect to G, and the total variation |F n -G| 9 0. This contrasts to Prokhorov's (Dokl. Akad. Nauk SSSR (N.S) 83 (1952) 797) local limit theorem in R k .

Minimax Hierarchical Empirical Bayes Est
✍ Samuel D. Oman πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 171 KB

The multivariate normal regression model, in which a vector y of responses is to be predicted by a vector x of explanatory variables, is considered. A hierarchical framework is used to express prior information on both x and y. An empirical Bayes estimator is developed which shrinks the maximum like