Improved Estimation and Prediction

DOI10.1002/zamm.19780580108zbMath0397.62070OpenAlexW1990813484MaRDI QIDQ4181143

John Bibby, Helge Toutenbourg

Publication date: 1978

Published in: ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/zamm.19780580108

zbMATH Keywords

PredictionBiased EstimatorsReduction of Mean Square Error

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Non-Markovian processes: hypothesis testing (62M07)

Related Items (6)

Minimax estimation in linear regression model ⋮ Unbiased prediction in linear regression models with equi-correlated responses ⋮ Quadratic prediction problems in finite populations ⋮ Improved estimation of the population parameters when some additional information is available ⋮ Improved estimation of the mean in one-parameter exponential families with known coefficient of variation ⋮ Quadratic prediction problems in multivariate linear models

Cites Work

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