scientific article; zbMATH DE number 3416851
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Publication:5680898
zbMATH Open0264.62026MaRDI QIDQ5680898FDOQ5680898
Authors: Jack C. Lee, Seymour Geisser
Publication date: 1972
Title of this publication is not available (Why is that?)
Cited In (8)
- Predicting forward default probabilities of firms: a discrete-time forward hazard model with firm-specific frailty
- Estimation of the parameters of the extended growth curve model under multivariate skew normal distribution
- Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix
- On an unbalanced growth curve model with random effects and AR(1) errors from a Bayesian and the ML points of view.
- Bayesian analysis of growth curves with AR(1) dependence
- Predicting credit ratings and transition probabilities: a simple cumulative link model with firm-specific frailty
- On estimation and prediction for temporally correlated longitudinal data
- Optimal covariance adjustment in growth curve models
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