| Title:
|
Reduction of the dimension in the linear model with stochastic regressors (English) |
| Author:
|
Jahn, Walter |
| Author:
|
Riedel, M. |
| Language:
|
English |
| Journal:
|
Commentationes Mathematicae Universitatis Carolinae |
| ISSN:
|
0010-2628 (print) |
| ISSN:
|
1213-7243 (online) |
| Volume:
|
25 |
| Issue:
|
4 |
| Year:
|
1984 |
| Pages:
|
747-761 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62J05 |
| MSC:
|
62J99 |
| idZBL:
|
Zbl 0555.62057 |
| idMR:
|
MR782023 |
| . |
| Date available:
|
2008-06-05T21:20:01Z |
| Last updated:
|
2012-04-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/106340 |
| . |
| Reference:
|
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| Reference:
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| Reference:
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[3] Akaike H.: Information theory and an extension of the m 1 principle in 2nd Int. Symposium on Information Theory.Eds. Petrov, (1973) Csáki. 267-281 Budapest; Akademiai Kiadó. MR 0483125 |
| Reference:
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[4] Akaike H.: A new look at the statistical model identification.I. E. E. E. Trans. Auto Control. 19, (1974), 716-723. MR 0423716 |
| Reference:
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[5] Akaike H.: On entropy maximation principle.Application of statistics. P. P. Krishnaiah ed. North Holland, Amsterdam, (1977), 27-41. MR 0501456 |
| Reference:
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| Reference:
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| Reference:
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[8] Eaton M. L., Perleman: The nonsingularity of generalized sample covariance matrices.The Annals of Statistics Vol. 1 No. 4, (1973), 710-717. MR 0341745 |
| Reference:
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[9] Nocking R. R.: The analysis and selection of variables in linear regression.Biometrics 62, (1976), 1-49. MR 0398008 |
| Reference:
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[10] Jahn W.: Dimensionserniedrigung von Parameterräumen in linearen Modell mit stochastischen Regressoren.To appear in: Sitzungsberichte der IGMS der Math. Gesellschaft der DDR, (1984). |
| Reference:
|
[11] Kshirsagar A. M.: Multivariate Analysis.Marcel Dekker, New York, (1972). Zbl 0246.62064, MR 0343478 |
| Reference:
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[12] Mallows C. L.: Some comments on Cp.Technometrics 15, (1973), 213-220. |
| Reference:
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[13] Okamoto M.: Distinctness of the eigenvalues of a quadratic form in a multivariate sample.The Annals of Statistics Vol. 1 , No 4, (1973), 763-765. Zbl 0261.62043, MR 0331643 |
| Reference:
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[14] Olikwe V. I.: On the relationship between the sample size and the number of variables in a linear regression model.Commun. Statist. A7 (6), (1978), 509-516. MR 0514237 |
| Reference:
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[15] Park H. Sing: Collinearity and opt. restriction on regression parameters for estimating responses.Technometrics 23, 3, (1981), 289-295. MR 0629969 |
| Reference:
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[16] Schwarz G.: Estimating the dimension of a model.The Annals of Statistics Vol. 6, No 2, (1978), 461-464. Zbl 0379.62005, MR 0468014 |
| Reference:
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[17] Shibata R.: Asymptotically efficient selection of the order of the model for estimating parameters of a lin. process.The Annals of Statistics Vol. 8 No 1, (1980), 45-54. MR 0557560 |
| Reference:
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[18] Shibata R.: An optimal selection of regression variables Biometrika.68, 1, (1981), 45-54. MR 0614940 |
| Reference:
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[19] Stein C. M.: Multivariate Analysis I.Technical report No 42, Dep. of Statist., Stanford University, (1969). |
| Reference:
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[20] Stone M.: Comments on model selection criteria of Akaike and Schwarz.J. R. Statist. Soc. B 41; (1979), 276-278. |
| Reference:
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[21] Sugiura N.: Further analysis of the data by Akaike.Commun. Statist. A 7, (1978), 13-26. Zbl 0382.62060 |
| . |
