Pages that link to "Item:Q1867141"
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The following pages link to Improved multivariate prediction in a general linear model with an unknown error covariance matrix. (Q1867141):
Displaying 12 items.
- A note on the properties of Stein-rule and inequality restricted estimators when the regression model is over-fitted (Q601897) (← links)
- Admissibility of simultaneous prediction for actual and average values in finite population (Q824572) (← links)
- Quadratic prediction problems in finite populations (Q886318) (← links)
- On quadratic prediction problems in finite populations (Q935458) (← links)
- Robustness of Stein-type estimators under a non-scalar error covariance structure (Q1036802) (← links)
- Simultaneous prediction in the generalized linear model (Q1738197) (← links)
- Simultaneous optimal predictions under two seemingly unrelated linear random-effects models (Q2076459) (← links)
- Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model (Q2438629) (← links)
- Quadratic prediction problems in multivariate linear models (Q2519041) (← links)
- An algebraic study of BLUPs under two linear random-effects models with correlated covariance matrices (Q2953387) (← links)
- Permutation Matrix with Application to Optimal Invariant Quadratic Prediction in Finite Populations (Q5494720) (← links)
- Simultaneous prediction using target function based on principal components estimator with correlated errors (Q6089301) (← links)
