Decomposition of Prediction Error
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Publication:3676988
DOI10.2307/2288063zbMATH Open0563.62048OpenAlexW4244242120MaRDI QIDQ3676988FDOQ3676988
Authors: David A. Harville 
Publication date: 1985
Full work available at URL: https://doi.org/10.2307/2288063
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- Empirical Bayes prediction for a mixed linear model with autoregressive errors
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- Restricted likelihood representation and decision-theoretic aspects of meta-analysis
- On best unbiased prediction and its relationships to unbiased estimation
- A predictive density approach to predicting a future observable in multilevel models
- Prediction-interval procedures and (fixed-effects) confidence-interval procedures for mixed linear models
- Bootstrap estimation of uncertainty in prediction for generalized linear mixed models
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- Calibration of the exponential Ornstein-Uhlenbeck process when spot prices are visible through the maximum log-likelihood method. Example with gold prices
- Decomposition of Prediction Error in Multilevel Models
- On the built-in restrictions in linear mixed models, with application to smoothing spline analysis of variance
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