Bovas Abraham

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The authors consider dimensionality reduction methods used for prediction, such as reduced rank regression, principal component regression and partial least squares. They show how it is possible to obtain intermediate solutions by estimating simultaneously the latent variables for the predictors and for the responses. They obtain a continuum of solutions(More)
A class of martingale estimating functions is convenient and plays an important role for inference for nonlinear time series models. However, when the information about the first four conditional moments of the observed process becomes available, the quadratic estimating functions are more informative. In this paper, a general framework for joint estimation(More)
1. Introduction A process capability index is a numerical summary that compares the behavior of a product or process characteristic to engineering specifications. These measures are also often called capability or performance indices or ratios; we use capability index as the generic term. A capability index relates the voice of the customer (specification(More)
Outlier detection statistics based on two models, the case-deletion model and the mean-shift model, are developed in the context of a multivariate linear regression model. These are generalizations of the univariate Cook’s distance and other diagnostic statistics. Approximate distributions of the proposed statistics are also obtained to get suitable cutoff(More)
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