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

DOI10.1007/S00184-006-0080-9zbMATH Open1433.62270OpenAlexW2029035772MaRDI QIDQ745396FDOQ745396

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

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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)

Cites Work

• Interpolation of spatial data. Some theory for kriging
• Approximations for Standard Errors of Estimators of Fixed and Random Effect in Mixed Linear Models
• Mean squared error of empirical predictor.
• Best Linear Unbiased Prediction in the Generalized Linear Regression Model
• The Estimation of the Mean Squared Error of Small-Area Estimators
• Mean Squared Error of Estimation or Prediction Under a General Linear Model
• Small Sample Inference for Fixed Effects from Restricted Maximum Likelihood
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• Estimation of variances in orthogonal finite discrete spectrum linear regression models

Cited In (7)

• Comparison of predictors of time series in orthogonal regression models
• Estimators of the Mean Squared Error of Prediction in Linear Regression
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• Optimal prediction designs in finite discrete spectrum linear regression models
• Estimation of variances in orthogonal finite discrete spectrum linear regression models
• Natural estimation of variances in a general finite discrete spectrum linear regression model
• MSE of the best linear predictor in nonorthogonal models

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