Assessing prediction error at interpolation and extrapolation points
From MaRDI portal
Publication:2286369
DOI10.1214/19-EJS1666zbMath1439.62204arXiv1802.00996OpenAlexW3000608578MaRDI QIDQ2286369
Saharon Rosset, Assaf Rabinowicz
Publication date: 22 January 2020
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1802.00996
Inference from stochastic processes and prediction (62M20) Inference from spatial processes (62M30) Statistical aspects of information-theoretic topics (62B10)
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Forecasting the health of elderly populations
- Estimation of the mean of a multivariate normal distribution
- Extension of the Gauss-Markov theorem to include the estimation of random effects
- Counting degrees of freedom in hierarchical and other richly-parameterised models
- On the behaviour of marginal and conditional AIC in linear mixed models
- A note on conditional AIC for linear mixed-effects models
- How Biased is the Apparent Error Rate of a Prediction Rule?
- Conditional Akaike information for mixed-effects models
- A generalized multivariate analysis of variance model useful especially for growth curve problems
- Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
- Linear mixed models for longitudinal data
- Geostatistical space-time models: a review
- A new look at the statistical model identification
This page was built for publication: Assessing prediction error at interpolation and extrapolation points