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Asymptotics for a censored generalized linear model with unknown link function

โœ Scribed by Yanhua Wang; Shuyuan He; Lixing Zhu; Kam C. Yuen


Publisher
Springer
Year
2006
Tongue
English
Weight
380 KB
Volume
138
Category
Article
ISSN
1432-2064

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This paper deals with the problem of Stein-rule prediction in a general linear model. Our study extends the work of by assuming that the covariance matrix of the model's disturbances is unknown. Also, predictions are based on a composite target function that incorporates allowance for the simultane