On estimation of a covariance function of stationary errors in a nonlinear regression model.
Štulajter, F. (1994)
Acta Mathematica Universitatis Comenianae. New Series
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Displaying similar documents to “Mean squared errors of prediction by kriging in linear models with errors.”
On estimation of a covariance function of stationary errors in a nonlinear regression model.
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Štulajter, F. (1997)
Acta Mathematica Universitatis Comenianae. New Series
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Classification of linear estimators
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Mean square error matrix of an approximate least squares estimator in a nonlinear regression model with correlated errors.
Štulajter, F. (1992)
Acta Mathematica Universitatis Comenianae. New Series
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Robustness of the best linear unbiased estimator and predictor in linear regression models
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If is shown that in linear regression models we do not make a great mistake if we substitute some sufficiently precise approximations for the unknown covariance matrix and covariance vector in the expressions for computation of the best linear unbiased estimator and predictor.