Pages that link to "Item:Q1867141"

The following pages link to Improved multivariate prediction in a general linear model with an unknown error covariance matrix. (Q1867141):

Displayed 11 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)