Improved Estimation and Prediction

DOI10.1002/ZAMM.19780580108MaRDI QIDQ4181143zbMATH OpenOpenAlexFDO

Authors John Bibby, Helge Toutenburg

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

Biased EstimatorsPredictionReduction of Mean Square Error

Mathematics Subject Classification ID

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

Cited in

(6)

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

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