The following pages link to Santiago Velilla (Q197578):
Displaying 20 items.
- A note on the structure of the quadratic subspace in discriminant analysis (Q434709) (← links)
- A note on the behaviour of residual plots in regression (Q449899) (← links)
- A note on the multivariate Box-Cox transformation to normality (Q689542) (← links)
- A bootstrap method for assessing the dimension of a general regression problem (Q871006) (← links)
- On the structure of the quadratic subspace in discriminant analysis (Q962217) (← links)
- Quantile-based estimation for the Box--Cox transformation in random samples (Q1209466) (← links)
- On eigenvalues, case deletion and extremes in regression (Q1361575) (← links)
- A goodness-of-fit test for VARMA\((p, q)\) models (Q1643801) (← links)
- On the consistency properties of linear and quadratic discriminant analyses (Q2581821) (← links)
- A goodness-of-fit process for ARMA(\(p\),\(q\)) models based on a modified residual autocorrelation sequence (Q2643283) (← links)
- A result in optimal design with application in particle physics (Q3135576) (← links)
- Influential observations in transformations: A bayesian approach (Q4202652) (← links)
- A Discriminant Rule under Transformation (Q4315081) (← links)
- A GOODNESS-OF-FIT TEST FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS BASED ON THE STANDARDIZED SAMPLE SPECTRAL DISTRIBUTION OF THE RESIDUALS (Q4319857) (← links)
- Assessing the Number of Linear Components in a General Regression Problem (Q4541170) (← links)
- Diagnostics and Robust Estimation in Multivariate Data Transformations (Q4866619) (← links)
- On the Properties of the SAVE Directions (Q5172823) (← links)
- Reply (Q5882516) (← links)
- A Note on Collinearity Diagnostics and Centering (Q5882519) (← links)
- On the bootstrap in misspecified regression models. (Q5941001) (← links)
