Estimation of Conditional Mean Squared Error of Prediction for Claims Reserving

Nonnegative mean squared prediction error estimation in small area estimation

Small area estimation has received enormous attention in recent years due to its wide range of application, particularly in policy making decisions. The variance based on direct sample size of small area estimator is unduly large and there is a need of constructing model based estimator with low mean squared prediction error (MSPE). Estimation of MSPE and in particular the bias correction of MS...

Nonparametric estimation of mean-squared prediction error in nested-error regression models

Nested-error regression models are widely used for analyzing clustered data. For example, they are often applied to two-stage sample surveys, and in biology and econometrics. Prediction is usually the main goal of such analyses, and mean-squared prediction error is the main way in which prediction performance is measured. In this paper we suggest a new approach to estimating mean-squared predic...

Nonparametric Estimation of Mean-squared Prediction Error in Nested-error Regression Models by Peter Hall

Nested-error regression models are widely used for analyzing clustered data. For example, they are often applied to two-stage sample surveys, and in biology and econometrics. Prediction is usually the main goal of such analyses, and mean-squared prediction error is the main way in which prediction performance is measured. In this paper we suggest a new approach to estimating mean-squared predic...

Mean-Squared Error Beamforming for Signal Estimation: A Competitive Approach

Beamforming is a classical method of processing temporal sensor array measurements for signal estimation, interference cancellation, source direction, and spectrum estimation. It has ubiquitously been applied in areas such as radar, sonar, wireless communications, speech processing, and medical imaging (see, for example, [1, 2, 3, 4, 5, 6, 7, 8] and the references therein.) Conventional approac...

The Estimation Problem of Minimum Mean Squared Error