On equivalence of predictors/estimators under a multivariate general linear model with augmentation
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DOI: 10.1016/j.jkss.2017.04.001
Abstract: Assume that a true multivariate general linear model for an observed random matrix is over-parameterized by adding some new regressors due to model uncertainty. Then predictors and estimators of parameter spaces in the true and… read more here.
Keywords: linear model; general linear; multivariate general; predictors estimators ... See more keywords