Leverages and Influential Observations in a Regression Model with Autocorrelated Errors

By Özkale M. Revan   Söküt Açar Tuğba  

Communications in Statistics: Theory and Methods, Vol. 44, Iss. 11, 2015-06 ,pp. : 2267-2290

Taylor & Francis Ltd

Access to resources Recommend Favorite

Consistent estimation of regression parameters under replicated ultrastructural model with non-normal errors

By Paudel Chandra Mani  

Journal of Statistical Computation and Simulation, Vol. 79, Iss. 3, 2009-03 ,pp. : 251-274

Taylor & Francis Ltd

Access to resources Recommend Favorite

Bayesian Estimation of Regression Coefficients Under Extended Balanced Loss Function

By Chaturvedi Anoop    

Communications in Statistics: Theory and Methods, Vol. 43, Iss. 20, 2014-10 ,pp. : 4253-4264

Taylor & Francis Ltd

Access to resources Recommend Favorite

On the asymptotic bias of OLS in dynamic regression models with autocorrelated errors

By Stocker Toni  

Statistical Papers, Vol. 48, Iss. 1, 2007-01 ,pp. : 81-93

Springer Publishing Company

Access to resources Recommend Favorite

Stepwise Regression in Mixed Quantitative Linear Models with Autocorrelated Errors

By Alpargu Gülhan   Dutilleul Pierre  

Communications in Statistics: Simulation and Computation, Vol. 35, Iss. 1, 2006-01 ,pp. : 79-104

Taylor & Francis Ltd

Access to resources Recommend Favorite