Relative importance of regressor variables is an old topic that still awaits a satisfactory solution. When interest is in attributing importance in linear regression, averaging over orderings methods ...
Vol. 18, Analytic and Geometric Stochastics: Papers in Honour of G. E. H. Reuter (Dec., 1986), pp. 73-85 (13 pages) A construction due to Asmussen and Jacobsen is generalised so as to produce ...