Reduction of the dimension in the linear model with stochastic regressors
Jahn, Walter ; Riedel, Marko
Commentationes Mathematicae Universitatis Carolinae, Tome 025 (1984), p. 747-761 / Harvested from Czech Digital Mathematics Library
Access to full text
Full (PDF)
Publié le : 1984-01-01
Classification:  62J05,  62J99 
@article{106340,
     author = {Walter Jahn and Marko Riedel},
     title = {Reduction of the dimension in the linear model with stochastic regressors},
     journal = {Commentationes Mathematicae Universitatis Carolinae},
     volume = {025},
     year = {1984},
     pages = {747-761},
     zbl = {0555.62057},
     mrnumber = {782023},
     language = {en},
     url = {http://dml.mathdoc.fr/item/106340}
}

Jahn, Walter; Riedel, Marko. Reduction of the dimension in the linear model with stochastic regressors. Commentationes Mathematicae Universitatis Carolinae, Tome 025 (1984) pp. 747-761. http://gdmltest.u-ga.fr/item/106340/

Anděl J. Fitting models in time series analysis, Math. Operationsforsch, Statist., Ser. Statistics Vol. 13, No. 1, (1982), 121-14З. (1982) | MR 0665069

Akaike H. Statistical predictor identification, Ann. Inst. Statist. Math. 22, (1970), 203-217. (1970) | MR 0286233 | Zbl 0259.62076

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. (1973) | MR 0483125

Akaike H. A new look at the statistical model identification, I. E. E. E. Trans. Auto Control. 19, (1974), 716-723. (19, ) | MR 0423716

Akaike H. On entropy maximation principle, Application of statistics. P. P. Krishnaiah ed. North Holland, Amsterdam, (1977), 27-41. (1977) | MR 0501456

Akaike H. A Bayesian analysis of the minimum AIC procedure, Ann. Inst. Statist. Math. AЗ0, (1978), 9-14. (1978) | MR 0507075 | Zbl 0441.62007

Bierens H. J. Consistent selection of explanatory variable, Stichting voor Economisch Onderzoek der Universiteit van Amsterdam, Seo Overdruck 1., (1980). (1980) | MR 0588304

Eaton M. L.; Perleman The nonsingularity of generalized sample covariance matrices, The Annals of Statistics Vol. 1 No. 4, (1973), 710-717. (1973) | MR 0341745

Nocking R. R. The analysis and selection of variables in linear regression, Biometrics 62, (1976), 1-49. (1976) | MR 0398008

Jahn W. Dimensionserniedrigung von Parameterräumen in linearen Modell mit stochastischen Regressoren, To appear in: Sitzungsberichte der IGMS der Math. Gesellschaft der DDR, (1984). (1984)

Kshirsagar A. M. Multivariate Analysis, Marcel Dekker, New York, (1972). (1972) | MR 0343478 | Zbl 0246.62064

Mallows C. L. Some comments on Cp, Technometrics 15, (1973), 213-220. (1973)

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. (1973) | MR 0331643 | Zbl 0261.62043

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. (1978) | MR 0514237

Park H. Sing Collinearity and opt. restriction on regression parameters for estimating responses, Technometrics 23, 3, (1981), 289-295. (1981) | MR 0629969

Schwarz G. Estimating the dimension of a model, The Annals of Statistics Vol. 6, No 2, (1978), 461-464. (1978) | MR 0468014 | Zbl 0379.62005

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. (1980) | MR 0557560

Shibata R. An optimal selection of regression variables Biometrika, 68, 1, (1981), 45-54. (1981) | MR 0614940

Stein C. M. Multivariate Analysis I, Technical report No 42, Dep. of Statist., Stanford University, (1969). (1969)

Stone M. Comments on model selection criteria of Akaike and Schwarz, J. R. Statist. Soc. B 41; (1979), 276-278. (1979)

Sugiura N. Further analysis of the data by Akaike, Commun. Statist. A 7, (1978), 13-26. (1978) | Zbl 0382.62060