Errate of Kariya and Toyooka (1992), Bounds for normal approximations to the distributions of generalized least squares predictors and estimators

DOI10.1016/S0378-3758(96)00082-1zbMath0877.62017OpenAlexW2024620516MaRDI QIDQ1361767

Yoshihiro Usami, Yasuyuki Toyooka

Publication date: 15 December 1997

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

Full work available at URL: https://doi.org/10.1016/s0378-3758(96)00082-1

zbMATH Keywords

Taylor's theorem

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Related Items

Improved multivariate prediction in a general linear model with an unknown error covariance matrix.

Cites Work

• Second-order expansion of mean squared error matrix of generalized least squares estimator with estimated parameters
• Prediction error in a linear model with estimated parameters