Michael Cohen, Siddhartha R. Dalal, John W. Tukey, Robust, Smoothly Heterogeneous Variance Regression, Journal of the Royal Statistical Society. Series C (Applied ...

We show that these two LSEs are natural generalizations of univariate isotonic regression and univariate total variation denoising, respectively, to multiple dimensions. We discuss the ...

Principal Components Regression Like the SIMPLS method, principal components regression (PCR) defines all the scores in terms of the original (centered and scaled) predictors X. However, unlike both ...

In this sense, the proposed method is an extension of the variance of the regression estimator for two-stage sampling. The method is applied to quarterly data from the Labor Force Survey where ...

Covers discrete and continuous probability laws, random variables; expectations; laws of large numbers and central limit theorem; estimation, testing hypothesis, analysis of variance, regression ...

The coefficient of variation, or Coeff Var, is a unitless expression of the variation in the data. The R-Square and Adj R-Square are two statistics used in assessing the fit of the model; values close ...

The residual sum of squares (RSS) is a statistical technique used to measure the variance in a data set that is not explained by the regression model.