Samuel D. Silvey

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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]

References[edit]

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