Title:
|
MSE of the best linear predictor in nonorthogonal models (English) |
Author:
|
Štulajter, František |
Language:
|
English |
Journal:
|
Mathematica Slovaca |
ISSN:
|
0139-9918 |
Volume:
|
57 |
Issue:
|
1 |
Year:
|
2007 |
Pages:
|
83-91 |
. |
Category:
|
math |
. |
MSC:
|
62M10 |
MSC:
|
62M20 |
idZBL:
|
Zbl 1198.62120 |
idMR:
|
MR2357808 |
. |
Date available:
|
2009-09-25T14:36:28Z |
Last updated:
|
2012-08-01 |
Stable URL:
|
http://hdl.handle.net/10338.dmlcz/128585 |
. |
Reference:
|
[1] CHRISTENSEN R.: Linear Models for Multivariate, Time Series and Spatial Data.Springer-Verlag, New York, 1991. Zbl 0717.62079, MR 1081535 |
Reference:
|
[2] GOLDBERGER A. S.: Best linear unbiased prediction in the generalized linear regression model.J. Amer. Statist. Assoc. 57 (1962), 369-375. Zbl 0124.35502, MR 0143295 |
Reference:
|
[3] HARVILLE D. A.: Matrix Algebra From a Statistician's Perspective.Springer-Verlag, New York, 1997. Zbl 0881.15001, MR 1467237 |
Reference:
|
[4] PRIESTLEY M. B.: Spectral Analysis and Time Series.Academic Press, London, 1981. Zbl 0537.62075 |
Reference:
|
[5] STEIN M. L.: Interpolation of Spatial Data. Some Theory for Kriging.Springer-Verlag, New York, 1999. Zbl 0924.62100, MR 1697409 |
Reference:
|
[6] ŠTULAJTER F.: Predictions in Time Series Using Regression Models.Springer-Verlag, New York, 2002. Zbl 1011.62102, MR 1901566 |
Reference:
|
[7] ŠTULAJTER F.: The MSE of the BLUP in a finite discrete spectrum LRM.Tatra Mt. Math. Publ. 26 (2003), 125-131. Zbl 1154.62372, MR 2055169 |
. |