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Prediction and Improved Estimation in Linear Models
John BibbyHelge Toutenburg
出版Wiley, 1977
主題Mathematics / Probability & Statistics / GeneralMathematics / Probability & Statistics / Stochastic Processes
ISBN047101656X9780471016564
URLhttp://books.google.com.hk/books?id=SDlCTfn3LJYC&hl=&source=gbs_api
註釋Basic ideas; Improved methods in estimation; Classical methods for linear models; Improved estimation in linear models; Prediction in linear models; Prediction with linear constraints; Prediction and model choice; Prediction intervals; Prediction in econometric models; Minimax linear estimation.