Performance of extrapolation based on Pitman's measure of closeness in spatial regression models with extended skew t innovations
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DOI: 10.1080/03610926.2017.1408830
Abstract: ABSTRACT Pitman's measure of closeness and mean square error of prediction are two well-known criteria for comparison between estimators and also between predictors. In a stationary first order multiplicative spatial autoregressive model, interpolation and extrapolation… read more here.
Keywords: measure closeness; pitman measure; extended skew; extrapolation ... See more keywords