Simultaneous prediction using target function based on principal components estimator with correlated errors
From MaRDI portal
Publication:6089301
DOI10.1007/S00362-022-01340-WOpenAlexW4296791032WikidataQ114229771 ScholiaQ114229771MaRDI QIDQ6089301FDOQ6089301
Authors: Gülesen Üstündağ Şiray
Publication date: 17 November 2023
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-022-01340-w
Recommendations
- Combined estimating function for random coefficient models with correlated errors
- scientific article; zbMATH DE number 913712
- Predictions under a system of linear regression models with correlated errors
- Prediction and calibration for multiple correlated variables
- Simultaneous prediction in the generalized linear model
- Prediction of multivariate responses with a selected number of principal components
- scientific article; zbMATH DE number 2147400
- On simultaneous prediction in a multivariate general linear model with future observations
- Simultaneous optimal predictions under two seemingly unrelated linear random-effects models
multicollinearitycorrelated errorsprincipal components estimatortarget functionsimultaneous prediction
Cites Work
- A Monte Carlo Evaluation of Some Ridge-Type Estimators
- IV.—On Least Squares and Linear Combination of Observations
- Linear models and generalizations. Least squares and alternatives. With contributions by Michael Schomaker.
- On the performance of biased estimators in the linear regression model with correlated or heteroscedastic errors
- A Simulation Study of Ridge Regression Estimators with Autocorrelated Errors
- \(r\)-\(k\) class estimator in the linear regression model with correlated errors
- Title not available (Why is that?)
- Improved multivariate prediction in a general linear model with an unknown error covariance matrix.
- Prediction of response values in linear regression models from replicated experiments
- Stein rule prediction of the composite target function in a general linear regression model
- Predictive Performance of the Methods of Restricted and Mixed Regression Estimators
- Improved Predictions in Linear Regression Models with Stochastic Linear Constraints
- Admissibility of simultaneous prediction for actual and average values in finite population
- Simultaneous prediction in the generalized linear model
- Title not available (Why is that?)
- Prediction of values of variables in linear measurement error model
This page was built for publication: Simultaneous prediction using target function based on principal components estimator with correlated errors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6089301)