Prediction Problems in the Generalized Regression Model
The problem of prediction in linear models has been discussed in the monograph by Bibby and Toutenburg (1978), and also in the papers by Toutenburg (1970 c, e). One of the main aims of the above publications is to examine the conditions under which biased estimators can lead to an improvement over conventional unbiased procedures. In the following, we will concentrate on recent results which are connected with alternative superiority criteria.
KeywordsPrediction Problem Linear Predictor Linear Estimator Classical Prediction Prediction Region
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