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Statistics and Probability Letters, ISSN 0167-7152, 07/2019, Volume 150, pp. 114 - 120
We establish exponential bounds and the a.s. convergence of the best linear predictor BLP of a C[0,1]-valued autoregressive process. Simulation studies on real... 
Functional autoregressive processes | Covariance operator | Measurable linear transformations | Best linear predictor | Estimation | STATISTICS & PROBABILITY
Journal Article
ANZIAM Journal, ISSN 1446-1811, 2018, Volume 61, Issue 1, pp. 64 - 75
We study the problem of choosing the best subset of p features in linear regression, given n observations. This problem naturally contains two objective... 
2010 Mathematics subject classification | secondary 90B50 | 90C11 | primary 62J05 | LEAST ABSOLUTE VALUE | MATHEMATICS, APPLIED | SPACE SEARCH ALGORITHM | SET | bi-objective mixed integer linear programming | LASSO | linear regression | DECOMPOSITION | best subset selection | VARIABLE SELECTION
Journal Article
Statistics, ISSN 0233-1888, 04/2013, Volume 47, Issue 2, pp. 363 - 378
This paper mainly aims to put forward two estimators for the linear combination of fixed effects and random effects, and to investigate their properties in a... 
linear restriction | GRP | general ridge predictor | best linear unbiased predictor | general mixed linear model | BLUP | linear admissibility | ellipsoidal restriction | confidence ellipsoid | REGRESSION | MINIMAX ESTIMATION | STATISTICS & PROBABILITY | MEAN SQUARED ERROR | NONORTHOGONAL PROBLEMS | ESTIMATORS | 62F10 | 62C15 | 62H12
Journal Article
Journal of Dairy Science, ISSN 0022-0302, 02/2010, Volume 93, Issue 2, pp. 743 - 752
Journal Article
Biometrika, ISSN 0006-3444, 06/2019, Volume 106, Issue 2, pp. 495 - 500
Summary Consider the problem of finding a predictive density of a new observation drawn independently of observations sampled from a multivariate normal... 
GOODNESS | Divergence loss | Prediction | BIOLOGY | MATHEMATICAL & COMPUTATIONAL BIOLOGY | Best linear unbiased predictor | Hierarchical Bayes predictive density | STATISTICS & PROBABILITY | Predictive probability density function | Empirical Bayes predictive density
Journal Article
Communications in Statistics - Theory and Methods: Advances on Linear Models and Inference, ISSN 0361-0926, 07/2012, Volume 41, Issue 13-14, pp. 2524 - 2544
A calibrated small area predictor based on an area-level linear mixed model with restrictions is proposed. It is showed that such restricted predictor, which... 
Linear mixed model | 62F40 | Mean squared prediction error of the calibrated predictor | Small area estimation | 62D05 | Calibrated predictor | 62J99 | Best linear unbiased prediction | STATE-SPACE MODELS | ESTIMATORS | UNCERTAINTY | STATISTICS & PROBABILITY | MEAN SQUARED ERROR | Economic models | Restrictions
Journal Article
ANNALS OF STATISTICS, ISSN 0090-5364, 06/2019, Volume 47, Issue 3, pp. 1408 - 1442
We study linear subset regression in the context of a high-dimensional linear model. Consider y = v + theta' z + epsilon with univariate response y and a... 
linear subset regression | DISTRIBUTIONS | Bayes predictor | Pinsker theorem | best linear predictor | non-Gaussian data | STATISTICS & PROBABILITY | high-dimensional models | small sample size | SELECTION | INFERENCE | PROJECTIONS
Journal Article
Statistical Papers, ISSN 0932-5026, 08/2017, Volume 61, Issue 1, pp. 1 - 17
In this paper we consider the linear sufficiency of Fy for Xβ, for Zu and for Xβ+Zu, when dealing with the linear mixed model y=Xβ+Zu+e. In particular, we... 
Best linear unbiased predictor | Linear mixed model | Best linear unbiased estimator | Misspecified model | Linear model
Journal Article
Journal of Statistical Planning and Inference, ISSN 0378-3758, 2009, Volume 139, Issue 4, pp. 1522 - 1529
The equality of ordinary least squares estimator (OLSE), best linear unbiased estimator (BLUE) and best linear unbiased predictor (BLUP) in the general linear... 
Best linear unbiased estimator (BLUE) | General linear model | Ordinary least squares estimator (OLSE) | Best linear unbiased predictor (BLUP) | Matrix rank method | REGRESSION MODEL | STATISTICS & PROBABILITY
Journal Article
Communications in Statistics - Theory and Methods, ISSN 0361-0926, 10/2014, Volume 43, Issue 20, pp. 4241 - 4252
Journal Article
Acta Universitatis Lodziensis. Folia Oeconomica, ISSN 0208-6018, 01/2018, Volume 5, Issue 331, pp. 169 - 183
 We consider the problem of the estimation of the mean squared error (MSE) of some domain mean predictor for Fay‑Herriot model. In the simulation study we... 
Simulation | Estimates | jackknife | parametric bootstrap | Empirical Best Linear Unbiased Predictor | Fay‑Herriot model | estimators of MSE | simulation
Journal Article
Statistics Surveys, ISSN 1935-7516, 2016, Volume 10, pp. 100 - 131
Journal Article
Journal of Computational and Graphical Statistics, ISSN 1061-8600, 01/2009, Volume 18, Issue 3, pp. 573 - 591
With advanced capability in data collection, applications of linear regression analysis now often involve a large number of predictors. Variable selection thus... 
BIC | Grouping | Best subset | Datasets | Sample size | Linear regression | Applied statistics | Collinearity | Population size | Regression analysis | Modeling | Data sampling | High-Dimensional Data | Genetic algorithms | STATISTICS & PROBABILITY | MODEL | CRITERION | ALGORITHMS
Journal Article
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