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The small sample properties of estimators in random parameter regression models: a survey
Johnson, L. W. - 1976
Persistent link: https://www.econbiz.de/10003590868
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Moments of a serial correlation coefficient
Shenton, L. R.; Johnson, Whitney L. - In: Journal of the Royal Statistical Society 27 (1965) 2, pp. 308-320
Persistent link: https://www.econbiz.de/10003591612
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Extension of Cochran's formulae for addition or omission of a variate in multiple regression analysis
Kabe, D. G. - In: Journal of the American Statistical Association : JASA 58 (1963) 302, pp. 527-534
Persistent link: https://www.econbiz.de/10003593349
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Stepwise multivariate linear regression
Kabe, D. G. - In: Journal of the American Statistical Association : JASA 58 (1963) 303, pp. 770-773
Persistent link: https://www.econbiz.de/10003593354
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Some improved estimators in the case of possible heteroscedasticity
Yancey, T. A.; Judge, G. G.; Miyazaki, S. - In: Journal of econometrics 25 (1984) 1/2, pp. 133-150
Persistent link: https://www.econbiz.de/10003593437
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Note on the use prior information in forcecasting with a linear regression model
Kakwani, N. C. - In: Sankhya : the Indian journal of statistics 27 (1965) 1, pp. 101-104
Persistent link: https://www.econbiz.de/10003594118
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Die Faktorenanalyse als Instrument der empirischen Strukturforschung
Klemmer, Paul - 1973
Persistent link: https://www.econbiz.de/10003603087
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Cross-validation using the t statistic
Kleynen, Jack P. C. - In: European journal of operational research : EJOR 13 (1983) 2, pp. 133-141
Persistent link: https://www.econbiz.de/10003603627
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Simulation with too many factors: Review of random and group screening designs
Kleynen, Jack P. C. - In: European journal of operational research : EJOR 31 (1987) 1, pp. 31-36
Persistent link: https://www.econbiz.de/10003603628