Simultaneous prediction using target function based on principal components estimator with correlated errors

DOI10.1007/S00362-022-01340-WMaRDI QIDQ6089301zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

multicollinearitycorrelated errorsprincipal components estimatortarget functionsimultaneous prediction

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

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• IV.—On Least Squares and Linear Combination of Observations
• Improved Predictions in Linear Regression Models with Stochastic Linear Constraints
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• 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
• Prediction of response values in linear regression models from replicated experiments
• Prediction of values of variables in linear measurement error model
• Predictive Performance of the Methods of Restricted and Mixed Regression Estimators
• Simultaneous prediction in the generalized linear model
• Stein rule prediction of the composite target function in a general linear regression model
• \(r\)-\(k\) class estimator in the linear regression model with correlated errors

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