Errate of Kariya and Toyooka (1992), Bounds for normal approximations to the distributions of generalized least squares predictors and estimators

DOI10.1016/S0378-3758(96)00082-1zbMATH Open0877.62017OpenAlexW2024620516MaRDI QIDQ1361767FDOQ1361767

Authors: Yoshihiro Usami, Yasuyuki Toyooka 

Publication date: 15 December 1997

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(96)00082-1

zbMATH Keywords

Taylor's theorem

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Cites Work

• Second-order expansion of mean squared error matrix of generalized least squares estimator with estimated parameters
• Prediction error in a linear model with estimated parameters

Cited In (1)

• Improved multivariate prediction in a general linear model with an unknown error covariance matrix.

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