Pages that link to "Item:Q4950955"
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The following pages link to Improved Predictions in Linear Regression Models with Stochastic Linear Constraints (Q4950955):
Displayed 13 items.
- Admissibility of simultaneous prediction for actual and average values in finite population (Q824572) (← links)
- Simultaneous prediction in the generalized linear model (Q1738197) (← links)
- Improved multivariate prediction in a general linear model with an unknown error covariance matrix. (Q1867141) (← links)
- Simultaneous optimal predictions under two seemingly unrelated linear random-effects models (Q2076459) (← links)
- Robust Bayesian analysis of a multivariate dynamic model (Q2161947) (← links)
- Feasible generalized Stein-rule restricted ridge regression estimators (Q2361736) (← links)
- Use of prior information in the form of interval constraints for the improved estimation of linear regression models with some missing responses (Q2495819) (← links)
- The quasi-stochastically constrained least squares method for ill linear regression (Q2807673) (← links)
- An algebraic study of BLUPs under two linear random-effects models with correlated covariance matrices (Q2953387) (← links)
- On relations between BLUPs under two transformed linear random-effects models (Q5042111) (← links)
- On the performance of the poisson and the negative binomial ridge predictors (Q5084952) (← links)
- Predictive Performance of the Improved Estimators with Exact Restrictions in Linear Regression Models (Q5324079) (← links)
- Simultaneous prediction using target function based on principal components estimator with correlated errors (Q6089301) (← links)