Pages that link to "Item:Q5487368"

The following pages link to Bootstrap Approximation to Prediction MSE for State–Space Models with Estimated Parameters (Q5487368):

Displaying 17 items.

• Empirical best prediction under a nested error model with log transformation (Q104740) (← links)
• Bias-correction of Kalman filter estimators associated to a linear state space model with estimated parameters (Q286471) (← links)
• Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters (Q429620) (← links)
• Benchmarked estimates in small areas using linear mixed models with restrictions (Q619109) (← links)
• Bootstrap for estimating the MSE of the spatial EBLUP (Q964659) (← links)
• Resampling-based bias-corrected time series prediction (Q993822) (← links)
• Analytic and bootstrap approximations of prediction errors under a multivariate Fay-Herriot model (Q1023899) (← links)
• Small area estimation of poverty proportions under unit-level temporal binomial-logit mixed models (Q1616693) (← links)
• Bootstrap for correcting the mean square error of prediction and smoothed estimates in structural models (Q1729806) (← links)
• Mixed model prediction and small area estimation. (With comments of P. Hall, D. Morales, C. N. Morris, J. N. K. Rao, and J. L. Eltinge) (Q2474776) (← links)
• Small area shrinkage estimation (Q2634657) (← links)
• A Small Area Predictor under Area-Level Linear Mixed Models with Restrictions (Q2920057) (← links)
• Inference for the Hyperparameters of Structural Models Under Classical and Bayesian Perspectives: A Comparison Study (Q3072399) (← links)
• Bootstrap prediction intervals in state-space models (Q3077646) (← links)
• Bootstrap Prediction in Unobserved Component Models (Q3298458) (← links)
• Monetary policy and the term structure of inflation expectations with information frictions (Q6106652) (← links)
• Estimating the prevalence of anemia rates among children under five in Peruvian districts with a small sample size (Q6122781) (← links)