Samuel D. Silvey Explained

Samuel David Silvey was a British statistician. Among his contributions are the Lagrange multiplier test,[1] and the use of eigenvalues of the moment matrix for the detection of multicollinearity.[2]

Notes and References

  1. S. D. . Silvey . The Lagrangian Multiplier Test . . 30 . 2 . 1959 . 389–407 . 2237089 . 10.1214/aoms/1177706259. free .
  2. S. D. . Silvey . Multicollinearity and Imprecise Estimation . Journal of the Royal Statistical Society . Series B (Methodological) . 31 . 3 . 539–552 . 1969 . 10.1111/j.2517-6161.1969.tb00813.x .

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