Appendix II. Some Statistical Techniques for Linear Regressions

The purpose of this appendix is twofold: First, to provide a refresher of basic statistical techniques so as to form a proper background for Part II of this book; second, methods, algorithms, theoretical analysis, and statistical properties for linear regression estimates are all archetypal for the more complicated structures we discuss in Part II. This appendix can therefore also be read as a preview of ideas and analysis, maximally stripped from technical complications. The appendix has a format so that it can be read independently of the rest of the book (and vice versa).