Reduction of the dimension in the linear model with stochastic regressors

Walter Jahn; Marko Riedel

Commentationes Mathematicae Universitatis Carolinae (1984)

  • Volume: 025, Issue: 4, page 747-761
  • ISSN: 0010-2628

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Jahn, Walter, and Riedel, Marko. "Reduction of the dimension in the linear model with stochastic regressors." Commentationes Mathematicae Universitatis Carolinae 025.4 (1984): 747-761. <http://eudml.org/doc/17356>.

@article{Jahn1984,
author = {Jahn, Walter, Riedel, Marko},
journal = {Commentationes Mathematicae Universitatis Carolinae},
keywords = {dimension reduction; linear model; stochastic regressors; multicollinearity; subset regression; mean square error of extrapolation},
language = {eng},
number = {4},
pages = {747-761},
publisher = {Charles University in Prague, Faculty of Mathematics and Physics},
title = {Reduction of the dimension in the linear model with stochastic regressors},
url = {http://eudml.org/doc/17356},
volume = {025},
year = {1984},
}

TY - JOUR
AU - Jahn, Walter
AU - Riedel, Marko
TI - Reduction of the dimension in the linear model with stochastic regressors
JO - Commentationes Mathematicae Universitatis Carolinae
PY - 1984
PB - Charles University in Prague, Faculty of Mathematics and Physics
VL - 025
IS - 4
SP - 747
EP - 761
LA - eng
KW - dimension reduction; linear model; stochastic regressors; multicollinearity; subset regression; mean square error of extrapolation
UR - http://eudml.org/doc/17356
ER -

References

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