EUDML | Mean squared errors of prediction by kriging in linear models with errors.

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Displaying similar documents to “Mean squared errors of prediction by kriging in linear models with $A R (1)$ errors.”

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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Predictions in nonlinear regression models.

Štulajter, F. (1997)

Acta Mathematica Universitatis Comenianae. New Series

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Classification of linear estimators

Pavel Kovanic (1979)

Kybernetika

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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

František Štulajter (1990)

Aplikace matematiky

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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.