Sliced inverse regression (SIR) and an associated chi-squared test for dimension have been introduced as a method for reducing the dimension of regression problems whose predictor variables are normal ...

David A. Harville, On the Distribution of Linear Combinations of Non-central Chi-Squares, The Annals of Mathematical Statistics, Vol. 42, No. 2 (Apr., 1971), pp. 809-811 ...

Linear Least Squares If you have a set of data points xi, and yi, each with errors sigma-i, which you believe should fit a straight line with a nonzero x intercept and a nonzero slope then you can get ...