论文检索

多元线性模型条件预测的一则注记AI 解读

SUMMARY In this paper we investigate the effects of errors in the estimation of the covariance structure of a multivariate random vector on the prediction of unobserved components of a further vector conditional on the values of the remaining observed components of the vector. We derive an exact expression for the increase in the mean square error of the usual least squares predictor due to these estimation errors which shows that the increase is substantial for small…

多元随机效应广义线性模型中的估计与预测AI 解读

Estimation of an individual's regression coefficients in a multivariate random effects linear model is considered. The problem of prediction of future responses of an individual based on the random effects model is also considered, and the prediction mean squared errors of various predictors are derived and compared for the practical situation where all parameters of the model are unknown and estimates must be used.

多元自回归指数模型的若干结果AI 解读

We discuss methods for modelling multivariate autoregressive time series in terms of a smaller number of index series which are chosen to provide as complete a summary as possible of the past information contained in the original series necessary for prediction purposes. The maximum likelihood method of estimation and asymptotic properties of estimators of the coefficients which determine the index variables, a well as the corresponding autoregressive coefficients, are…

多元自回归指数模型的若干结果AI 解读

We discuss methods for modelling multivariate autoregressive time series in terms of a smaller number of index series which are chosen to provide as complete a summary as possible of the past information contained in the original series necessary for prediction purposes. The maximum likelihood method of estimation and asymptotic properties of estimators of the coefficients which determine the index variables, a well as the corresponding autoregressive coefficients, are…

时间序列分析：理论与实践AI 解读

To Liz Alice sighed wearily.'I think you might do something better with the time,' she said, 'than waste it in asking riddles that have no answers.''If you knew Time as well as 1 do,' said the Hatter, 'you wouldn't talk about wasting it.It's him.' 'I don't know what you mean,' said Alice.'Of course you don't!' the Hatter said, tossing his head contemptuously.'I dare say you never even spoke to Time!' 'Perhaps not,' Alice cautiously replied: 'but 1 know 1 have to beat time…