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- ^ Silvey, S. D. (1959). "The Lagrangian Multiplier Test". Annals of Mathematical Statistics. 30 (2): 389–407. doi:10.1214/aoms/1177706259. JSTOR 2237089.
- ^ 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.