Mean squared error of the empirical best linear unbiased predictor in an orthogonal finite discrete spectrum linear regression model

DOI10.1007/S00184-006-0080-9MaRDI QIDQ745396zbMATH OpenOpenAlexFDO

Authors František Štulajter

Publication date 14 October 2015

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00184-006-0080-9

zbMATH Keywords

time seriesempirical best linear unbiased predictormean squared error of empirical best linear unbiased predictororthogonal finite discrete spectrum linear regression model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

Recommendations

• MSE of the best linear predictor in nonorthogonal models
• scientific article; zbMATH DE number 2172876
• Estimators of the Mean Squared Error of Prediction in Linear Regression
• Comparison of predictors of time series in orthogonal regression models
• Mean squared error of empirical predictor.

Cites work

• scientific article; zbMATH DE number 48826 (Why is no real title available?)
• scientific article; zbMATH DE number 192910 (Why is no real title available?)
• scientific article; zbMATH DE number 1761223 (Why is no real title available?)
• scientific article; zbMATH DE number 2172876 (Why is no real title available?)
• Approximations for Standard Errors of Estimators of Fixed and Random Effect in Mixed Linear Models
• Best Linear Unbiased Prediction in the Generalized Linear Regression Model
• Estimation of variances in orthogonal finite discrete spectrum linear regression models
• Interpolation of spatial data. Some theory for kriging
• Mean Squared Error of Estimation or Prediction Under a General Linear Model
• Mean squared error of empirical predictor.
• Small Sample Inference for Fixed Effects from Restricted Maximum Likelihood
• The Estimation of the Mean Squared Error of Small-Area Estimators

Cited in

(7)

• Estimation of variances in orthogonal finite discrete spectrum linear regression models
• Comparison of predictors of time series in orthogonal regression models
• MSE of the best linear predictor in nonorthogonal models
• Natural estimation of variances in a general finite discrete spectrum linear regression model
• Optimal prediction designs in finite discrete spectrum linear regression models
• scientific article; zbMATH DE number 2172876 (Why is no real title available?)
• Estimators of the Mean Squared Error of Prediction in Linear Regression

This page was built for publication: Mean squared error of the empirical best linear unbiased predictor in an orthogonal finite discrete spectrum linear regression model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q745396)