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  <titleInfo>
    <title>Linear models and regression analysis</title>
  </titleInfo>
  <name type="personal">
    <namePart>Achcar, Jorge A., et al.</namePart>
    <role>
      <roleTerm authority="marcrelator" type="text">creator</roleTerm>
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  <originInfo>
    <place>
      <placeTerm type="code" authority="marccountry">xxu</placeTerm>
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    <place>
      <placeTerm type="text">New York</placeTerm>
    </place>
    <publisher>Magnum Publishing LLC</publisher>
    <dateIssued>c2016</dateIssued>
    <issuance>monographic</issuance>
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  <language>
    <languageTerm authority="iso639-2b" type="code">eng</languageTerm>
  </language>
  <physicalDescription>
    <form authority="marcform">print</form>
    <extent>xiv, 200 pages : illustrations ; 31 cm.</extent>
  </physicalDescription>
  <abstract>Contents: Robust linear regression models: use of a stable distribution for the response data. -- On diagnostics in stochastic restricted linear regression models. -- Sequential variable selection as Bayesian Pragmatism in linear factor models. -- A Bayesian Quantile regression analysis of potential risk factors for violent crimes in USA. -- The validity analysis of regression: combining uniform experiment design with nonlinear regression. -- The correlation and linear regression analysis between annual GDP growth rate and money laundering in Albania during the period 2007-2011*. -- Estimators of linear regression model and prediction under some assumptions violation. -- Robust regression diagnostics of influential observations in linear regression model. -- Cross- validation Shrinkage and variable selection in linear regression revisited. -- Composite Quantile regression for nonparametric model with random censored data. -- Optimal generalized biased estimator in linear regression model. -- Performance of some Stochastic restricted ridge estimator in linear regression model. -- Latent structure linear regression. -- A Gauss- Newton- based Broyden's class algorithm for parameters of regression analysis. -- Adjusted empirical likelihood for varying coefficient partially linear models with censored data. -- Maximum likelihood estimators in linear regression models with Ornstein- Uhlenbeck process. -- The consistency of estimator under fixed design regression model with NQD error. -- Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent process. -- The use of cognitive ability measures as explanatory variables in regression analysis. -- Berry- Esseen bounds for wavelet estimator in semiparametric regression model with linear process errors.</abstract>
  <note type="statement of responsibility">Jorge A. Achcar, et al.</note>
  <note>Includes index.</note>
  <subject>
    <topic>Linear algebra</topic>
  </subject>
  <subject>
    <topic>Mathematical analysis</topic>
  </subject>
  <classification authority="ddc">c2016.</classification>
  <identifier type="isbn">9781682501122</identifier>
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