Vorhersage im allgemeinen linearen regressionsmodell mit stoehastisehen regressoren
作者:
Helge Toutenburg,
期刊:
Mathematische Operationsforschung und Statistik
(Taylor Available online 1970)
卷期:
Volume 1,
issue 2
页码: 105-116
ISSN:0047-6277
年代: 1970
DOI:10.1080/02331887008801010
出版商: Akademie-Verlag
数据来源: Taylor
摘要:
Based on the linear regression model with stochastic regressors there is solved the problem of optimal pointwise prediction of the regressand and estimation of unknown parameters in view of four criteria. It is shown, that by using of outside information (inequalities in quadratic forms) the new predictions and estimations are better than some known standard solutions.
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