Recent Advances in Linear Models and Related Areas

Shalabh () and Christian Heumann ()
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Shalabh: Indian Institute of Technology Kanpur, Department of Mathematics & Statistics
Christian Heumann: Ludwig-Maximilians-University Munich, Institute of Statistics

in Springer Books from Springer

Date: 2008
ISBN: 978-3-7908-2064-5
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Chapters in this book:

On the Identification of Trend and Correlation in Temporal and Spatial Regression

Ludwig Fahrmeir and Thomas Kneib

Estimating the Number of Clusters in Logistic Regression Clustering by an Information Theoretic Criterion

Guoqi Qian, C. Radhakrishna Rao, Yuehua Wu and Qing Shao

Quasi Score and Corrected Score Estimation in the Polynomial Measurement Error Model

Hans Schneeweiss

Estimation and Finite Sample Bias and MSE of FGLS Estimator of Paired Data Model

Weiqiang Qian and Aman Ullah

Prediction of Finite Population Total in Measurement Error Models

Hyang Mi Kim and A. K. Md. Ehsanes Saleh

The Vector Cross Product and 4 × 4 Skew-symmetric Matrices

Götz Trenkler and Dietrich Trenkler

Simultaneous Prediction of Actual and Average Values of Response Variable in Replicated Measurement Error Models

Shalabh, Chandra Mani Paudel and Narinder Kumar

Local Sensitivity in the Inequality Restricted Linear Model

Huaizhen Qin, Alan T. K. Wan and Guohua Zou

Boosting Correlation Based Penalization in Generalized Linear Models

Jan Ulbricht and Gerhard Tutz

Simultaneous Prediction Based on Shrinkage Estimator

Anoop Chaturvedi, Suchita Kesarwani and Ram Chandra

Finite Mixtures of Generalized Linear Regression Models

Bettina Grün and Friedrich Leisch

Higher-order Dependence in the General Power ARCH Process and the Role of Power Parameter

Changli He, Hans Malmsten and Timo Teräsvirta

Regression Calibration for Cox Regression Under Heteroscedastic Measurement Error — Determining Risk Factors of Cardiovascular Diseases from Error-prone Nutritional Replication Data

Thomas Augustin, Angela Döring and David Rummel

Homoscedastic Balanced Two-fold Nested Model when the Number of Sub-classes is Large

Shu-Min Liao and Michael Akritas

QR-Decomposition from the Statistical Point of View

Hilmar Drygas

On Penalized Least-Squares: Its Mean Squared Error and a Quasi-Optimal Weight Ratio

Burkhard Schaffrin

Optimal Central Composite Designs for Fitting Second Order Response Surface Linear Regression Models

Sung Hyun Park, Hyuk Joo Kim and Jae-Il Cho

Does Convergence Really Matter?

Jörg Drechsler and Susanne Rässler

OLS-Based Estimation of the Disturbance Variance Under Spatial Autocorrelation

Walter Krämer and Christoph Hanck

Application of Self-Organizing Maps to Detect Population Stratification

Nina Wawro and Iris Pigeot

Optimal Designs for Microarray Experiments with Biological and Technical Replicates

Rashi Gupta, Panu Somervuo, Sangita Kulathinal and Petri Auvinen

Weighted Mixed Regression Estimation Under Biased Stochastic Restrictions

Christian Heumann and Shalabh

Coin Tossing and Spinning – Useful Classroom Experiments for Teaching Statistics

Helmut Küchenhoff

Linear Models in Credit Risk Modeling

Thomas Nittner

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DOI: 10.1007/978-3-7908-2064-5

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