Empirical Bayes prediction for a mixed linear model with autoregressive errors

DOI10.1016/0167-7152(95)00149-2zbMath0861.62009OpenAlexW2023812447MaRDI QIDQ1126118

S. G. Sajjan, Ishwar V. Basawa

Publication date: 8 December 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00149-2

zbMATH Keywords

consistencyasymptotic normalitymixed linear modelfirst-order autoregressive processempirical Bayes predictor

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Empirical decision procedures; empirical Bayes procedures (62C12)

Cites Work

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