Improved multivariate prediction under a general linear model

comparing predictors decomposition of risk estimation general linear model known covariance matrix kriging linear predictors minimax prediction multivariate inference nonlinear predictors simultaneous multiple prediction total sum of squared errors

Mathematics Subject Classification ID

Multivariate analysis (62H99) Linear inference, regression (62J99) Inference from stochastic processes and prediction (62M20)

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Cited in

(21)

Stein estimation -- a review
Stein rule prediction of the composite target function in a general linear regression model
On equivalence of predictors/estimators under a multivariate general linear model with augmentation
Local influence for spatially correlated binomial data: an application to the \textit{spodoptera frugiperda} infestation in corn
Simultaneous prediction in the generalized linear model
A predictive density approach to predicting a future observable in multilevel models
Improved multivariate prediction in a general linear model with an unknown error covariance matrix.
Prediction of nonlinear spatial functionals
Simultaneous optimal predictions under two seemingly unrelated linear random-effects models
An estimation algorithm for fast Kriging surrogates of computer models with unstructured multiple outputs
On simultaneous prediction in a multivariate general linear model with future observations
Least-squares prediction in linear models with integer unknowns
Predictions in time series using multivariate regression models
Assessment of forecasts and forecast uncertainty using feneralized linear regression models for time series count data
Prediction Performance of Correlated Error Procedures for Spatial Counts
Multivariate linear models with the best predictors
scientific article; zbMATH DE number 3967717 (Why is no real title available?)
SEPARATE VERSUS SYSTEM METHODS OF STEIN-RULE ESTIMATION IN SEEMINGLY UNRELATED REGRESSION MODELS
Multivariable spatial prediction
Prediction in the linear model: a direct approach.
Admissibility of simultaneous prediction for actual and average values in finite population

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