Model diagnostics in reduced-rank estimation

DOI10.4310/SII.2016.v9.n4.a7zbMath1405.62106OpenAlexW2518768277WikidataQ37515531 ScholiaQ37515531MaRDI QIDQ1747607

Kun Chen

Publication date: 8 May 2018

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/sii.2016.v9.n4.a7

zbMATH Keywords

big datamultivariate regressionmodel diagnosticsoutlier detectioninformation score

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12) Diagnostics, and linear inference and regression (62J20)

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