Publication:3336518

zbMath0546.62038MaRDI QIDQ3336518

Danny Pfeffermann

Publication date: 1984

zbMATH Keywords

best linear unbiased prediction; Gauss-Markov theorem; Kalman filter models; stochastic regression coefficients; optimal prediction of coefficients of unobserved relations; stationary models

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62J05: Linear regression; mixed models

Related Items

Admissibility of linear estimators for the stochastic regression coefficient in a general Gauss-Markoff model under a balanced loss function, Benchmarked estimates in small areas using linear mixed models with restrictions, The linear minimax estimator of stochastic regression coefficients and parameters under quadrat\-ic loss function, The minimax estimator of stochastic regression coefficients and parameters in the class of all estimators, A new derivation of BLUPs under random-effects model, Systems of seemingly unrelated regression equations with time varying coefficients -- an interplay of Kalman filtering, scoring, EM- and MINQUE-method, A predictive density approach to predicting a future observable in multilevel models, Local influence assessment based on local divergence in stochastic regression model, Mixed model prediction and small area estimation. (With comments of P. Hall, D. Morales, C. N. Morris, J. N. K. Rao, and J. L. Eltinge)