Research Catalog

Prediction and improved estimation in linear models

Title
Prediction and improved estimation in linear models / John Bibby and Helge Toutenburg.
Author
Bibby, J. M. (John M.)
Publication
Chichester ; New York : Wiley, ©1977.

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TextUse in library QA279.2 .B5Off-site

Details

Additional Authors
  • Toutenburg, Helge
  • Toutenburg, Helge.
Description
xiii, 188 pages : illustrations; 23 cm
Subject
  • Estimation theory
  • Prediction theory
  • Linear models (Statistics)
  • Regression analysis
  • Regression Analysis
  • Analyse mathématique
  • Modèles
  • Statistique
  • Regression analysis
  • Estimation theory
  • Prediction theory
  • Lineares Modell
  • Schätztheorie
  • Vorhersagetheorie
Note
  • "A Wiley Interscience publication."
  • Rev. and updated version of Vorhersage in linearen Modellen by H. Toutenburg.
  • Includes index.
Bibliography (note)
  • Bibliography: p. [177]-182.
Contents
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 -- Conclusion -- Appendix A. Matrix algebra -- Appendix B. Matrix differentiation.
ISBN
  • 047101656X
  • 9780471016564
LCCN
76007533
OCLC
  • ocm02091567
  • 2091567
  • SCSB-9040826
Owning Institutions
Princeton University Library