k-statistics and dispersion effects in regression

DOI10.1214/aos/1176350261zbMath0659.62025OpenAlexW2074621195MaRDI QIDQ1112493

Daryl Pregibon, Peter McCullagh

Publication date: 1987

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350261

zbMATH Keywords

generalized inversessimulation studycumulantweighted regressiontensorsunbiased estimatespolykayresidual testdetecting heterogeneity of variancedetecting systematic dispersion effectsinversion of direct product matricesk- statisticproduct of cumulantssymmetric functions of the least-squares residuals

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Theory of matrix inversion and generalized inverses (15A09) Numerical solutions to stochastic differential and integral equations (65C30) Reliability and life testing (62N05)

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