Negative Moment Bounds for Stochastic Regression Models with Deterministic Trends and Their Applications to Prediction Problems

DOI10.5705/ss.202020.0399OpenAlexW3099780908MaRDI QIDQ5072146

Shu-Hui Yu, Ching-Kang Ing, Chien-Ming Chi

Publication date: 25 April 2022

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.202020.0399

zbMATH Keywords

Hilbert matrixminimum eigenvaluemean squared prediction errorCauchy matrixstochastic regression modelnegative moment bound

Mathematics Subject Classification ID

Statistics (62-XX)

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