Concentration Ellipsoids, Their Planes of Support, and the Linear Regression Model

The relationship between the concentration ellipsoid of a random vector and its planes of support is exploited to provide a geometric derivation and interpretation of existing results for a general form of the linear regression model. In particular, the planes of support whose points of tangency to...

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Bibliographic details
Volume: 32
Main Author: Rogers, Alan J
Format: Journal Article
Language: English
Place of publication: PHILADELPHIA Taylor & Francis Group 01.02.2013
published in: Econometric reviews Vol. 32; no. 2; pp. 220 - 243
Data of publication: 2/1/2013
ISSN: 0747-4938
EISSN: 1532-4168
Discipline: Economics
Online Access: available in Bonn?
Database: Social Sciences Citation Index
Web of Science - Science Citation Index Expanded - 2013
Web of Knowledge
Science Citation Index Expanded
Web of Science - Social Sciences Citation Index - 2013
Web of Science
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