Improved multivariate prediction in a general linear model with an unknown error covariance matrix.
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Cites work
- Bounds for normal approximations to the distributions of generalized least squares predictors and estimators
- Double \(k\)-class estimators in regression models with non-spherical disturbances
- Errate of Kariya and Toyooka (1992), Bounds for normal approximations to the distributions of generalized least squares predictors and estimators
- scientific article; zbMATH DE number 3844851 (Why is no real title available?)
- scientific article; zbMATH DE number 3734975 (Why is no real title available?)
- scientific article; zbMATH DE number 63476 (Why is no real title available?)
- scientific article; zbMATH DE number 3614055 (Why is no real title available?)
- scientific article; zbMATH DE number 1944501 (Why is no real title available?)
- Improved multivariate prediction under a general linear model
- Improved Predictions in Linear Regression Models with Stochastic Linear Constraints
- Linear models. Least squares and alternatives
- Operational variants of the minimum mean squared error estimator in linear regression models with non-spherical disturbances
- Predictive Performance of the Methods of Restricted and Mixed Regression Estimators
Cited in
(15)- Robustness of Stein-type estimators under a non-scalar error covariance structure
- Simultaneous prediction in the generalized linear model
- Simultaneous optimal predictions under two seemingly unrelated linear random-effects models
- Improved multivariate prediction under a general linear model
- Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
- Quadratic prediction problems in multivariate linear models
- An algebraic study of BLUPs under two linear random-effects models with correlated covariance matrices
- Permutation matrix with application to optimal invariant quadratic prediction in finite populations
- A note on the properties of Stein-rule and inequality restricted estimators when the regression model is over-fitted
- Simultaneous prediction using target function based on principal components estimator with correlated errors
- Improvement of simultaneous prediction using principal components approach
- Admissibility of simultaneous prediction for actual and average values in finite population
- Improved prediction for a multivariate normal distribution with unknown mean and variance
- Quadratic prediction problems in finite populations
- On quadratic prediction problems in finite populations
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