A revisit to efficient forecasting in linear regression models

DOI10.1016/j.jmva.2012.07.017zbMath1255.62202OpenAlexW2008112598MaRDI QIDQ1931859

Yanyan Li

Publication date: 16 January 2013

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.07.017

zbMATH Keywords

Stein-rule estimatorleast squares estimatorminimum risk approachsimultaneous forecastingsmall disturbance asymptotic theory

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Linear regression; mixed models (62J05)

Related Items (2)

Admissibility of simultaneous prediction for actual and average values in finite population ⋮ Simultaneous prediction in the generalized linear model

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