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Mean square error behavior for prediction in linear regression models |
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| Authors: | Alan E. Gelfand |
| Affiliation: | University of Connecticut , Storrs, CT, 06268 |
| Abstract: | For the problem of individual prediction in linear regression models, that is, estimation of a linear combination of regression coefficients, mean square error behavior of a general class of adaptive predictors is examined. |
| Keywords: | prediction adaptive estima tors linear regression mean square error |