Bilinear regression analysis. An introduction
type: Item
instance of: scholarly article
title: Bilinear regression analysis. An introduction
zbMATH Open document ID: 1398.62003
DOI: 10.1007/978-3-319-78784-8
author: Dietrich Von Rosen
published in: Lecture Notes in Statistics
publication date: 2018-08-16T00:00:00Z
review text: The present book offers a complete presentation of the statistical techniques concerning bilinear regression analysis. After a brief introductory chapter where the main models of bilinear regression analysis are defined, the text proceeds with a detailed discussion of the classical topics related to the statistical models of this kind: maximum likelihood estimation of the parameters; properties of the estimators; analysis of the residuals; statistical tests for model selection; analysis of the influential observations. The style of the presentation is the style of a classic book in mathematical statistics, designed as a textbook for a PhD course. So, the presentation is generally essential, focused on technical aspects, and with few examples based on real data. Some details of the proofs are left to the reader, in the form of exercises. In any case, solid bases in linear algebra are necessary to fully understand the content of the book. A special mention goes to the bibliography that accompanies each chapter. Far from being a simple list of papers containing the results recalled in the text, it is a real history of statistics, where the early ideas of bilinear regression are highlighted. The reader will appreciate that some basic ideas now encompassed in the formalism of bilinear regression can be found in papers going back to the first half of the 20th century.
reviewed by: Fabio Rapallo
Mathematics Subject Classification ID: 62-01
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 62J20
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 6919665
zbMATH Keywords: multivariate normal distribution
zbMATH Keywords: multivariate regression
zbMATH Keywords: maximum likelihood
zbMATH Keywords: residuals
zbMATH Keywords: influential observations
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1007/978-3-319-78784-8
OpenAlex ID: W2989227026
description: scientific article; zbMATH DE number 6919665