Geodesic
A probabilistic model for the prices of apartments
Sibirskij žurnal industrialʹnoj matematiki, Tome 15 (2012) no. 2, pp. 11-20 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

We propose three regression models for the prices of apartments. The residues of regression models are described by Student's distribution. To check for systematic deviations of the residues, we use the maximum of the modulus of the empirical bridge constructed from the remains.
Keywords: logarithmically smoothed responses, stepwise regression, Student's distribution, empirical bridge. 
@article{SJIM_2012_15_2_a1,
     author = {N. S. Arkashov and A. P. Kovalevskii},
     title = {A probabilistic model for the prices of apartments},
     journal = {Sibirskij \v{z}urnal industrialʹnoj matematiki},
     pages = {11--20},
     year = {2012},
     volume = {15},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/SJIM_2012_15_2_a1/}
}
TY  - JOUR
AU  - N. S. Arkashov
AU  - A. P. Kovalevskii
TI  - A probabilistic model for the prices of apartments
JO  - Sibirskij žurnal industrialʹnoj matematiki
PY  - 2012
SP  - 11
EP  - 20
VL  - 15
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/SJIM_2012_15_2_a1/
LA  - ru
ID  - SJIM_2012_15_2_a1
ER  - 
%0 Journal Article
%A N. S. Arkashov
%A A. P. Kovalevskii
%T A probabilistic model for the prices of apartments
%J Sibirskij žurnal industrialʹnoj matematiki
%D 2012
%P 11-20
%V 15
%N 2
%U http://geodesic.mathdoc.fr/item/SJIM_2012_15_2_a1/
%G ru
%F SJIM_2012_15_2_a1
N. S. Arkashov; A. P. Kovalevskii. A probabilistic model for the prices of apartments. Sibirskij žurnal industrialʹnoj matematiki, Tome 15 (2012) no. 2, pp. 11-20. http://geodesic.mathdoc.fr/item/SJIM_2012_15_2_a1/

[1] Dreiper N. R., Smit G., Prikladnoi regressionnyi analiz, Dialektika, M., 2007

[2] Kendall M., Styuart A., Statisticheskie vyvody i svyazi, Nauka, M., 1973 | Zbl

[3] Suslov V. I., Ibragimov N. M., Talysheva L. P., Tsyplakov A. A., Ekonometriya, izd. NGU, Novosibirsk, 2005

[4] Bolshev L. N., Smirnov N. V., Tablitsy matematicheskoi statistiki, Nauka, M., 1983 | MR

[5] Billingsli P., Skhodimost veroyatnostnykh mer, Nauka, M., 1977 | MR

[6] Gusarova G. V., Kovalevskii A. P., Makarenko A. G., “Kriterii nalichiya razladki”, Sib. zhurn. industr. matematiki, 8:4(24) (2005), 18–33 | MR | Zbl

[7] Hastie T., Tibshirani R., Friedman J., The Elements of Statistical Learning: Data Mining, Inference, and Prediction, Springer, N.Y., 2009 | MR | Zbl