Mean Square Error Behavior for Prediction in Linear Regression Models

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.

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Document Details

Document Type
Technical Report
Publication Date
Mar 07, 1990
Accession Number
ADA219988

Entities

People

  • Alan E. Gelfand

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Bayesian Networks
  • California
  • Coefficients
  • Computational Science
  • Data Science
  • Estimators
  • Governments
  • Military Research
  • Models
  • Normal Distribution
  • Probability
  • Simulations
  • Statistics
  • Step Functions
  • United States
  • United States Government
  • Universities

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Computational Modeling and Simulation