Prediction in random coefficient regression

DOI10.1016/0378-3758(94)00020-VzbMath0812.62091MaRDI QIDQ1345564

Rudolf Beran

Publication date: 15 May 1995

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

bootstrapconsistent estimateminimum distancenonparametric prediction intervalsidentifiableestimated momentsrandom coefficient regression model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Density estimation (62G07)

Related Items (5)

Random coefficient regressions: parametric goodness-of-fit tests. ⋮ Estimating common parameters in heterogeneous random effects models ⋮ A Fast Iterated Bootstrap Procedure for Approximating the Small-Sample Bias ⋮ Adaptive estimation in the linear random coefficients model when regressors have limited variation ⋮ Weighted-Average Least Squares Prediction

Cites Work

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• Random coefficient autoregressive models: an introduction
• Estimating coefficient distributions in random coefficient regressions
• Consistent nonparametric regression. Discussion
• Calibrating Prediction Regions
• A new class of markov processes for image encoding
• Exact Maximum Likelihood Estimation of Regression Models with Finite Order Moving Average Errors

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