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Posterior densities for nonlinear regression with equicorrelated errors
Osiewalski, Jacek - 1989
Persistent link: https://www.econbiz.de/10000782931
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Some results on the asymptotic properties of kernel regression derivative estimators
Rilstone, Paul - 1988
Persistent link: https://www.econbiz.de/10000815484
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Superiority comparisons between mixed regression estimators
Teräsvirta, Timo - 1987
Persistent link: https://www.econbiz.de/10000758834
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Variable addition tests for regression models with qualitative and continuous variables
Taylor, Larry W. - 1988
Persistent link: https://www.econbiz.de/10000762740
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A new regression specification error test
Leung, Siu Fai; Yu, Shihti - 1993
Persistent link: https://www.econbiz.de/10000876357
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An alternative definition of finite sample breakdown point with applications to regression model estimators
Sakata, Shinichi; White, Halbert - 1993
Persistent link: https://www.econbiz.de/10000878848
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Construction of improved estimators for the regression coefficient matrix in GMANOVA model
Konno, Yoshihiko; Kariya, Takeaki; Strawderman, William E. - 1994
Persistent link: https://www.econbiz.de/10000561454
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Bayesian inverse regression and discrimination : an application of credibility theory
Avenhaus, Rudolf; Jewell, William S. - 1975
Persistent link: https://www.econbiz.de/10000624193
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Weighted ridge regression : combining ridge and robust regression methods
Holland, Paul W. - 1973
Persistent link: https://www.econbiz.de/10000626310
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Topics in regression analysis
Goldberger, Arthur S. - 1969 - 2. print
Persistent link: https://www.econbiz.de/10000588050