Enhancing the Cocomo Estimation Models

Graphical models are a framework for representing and exploiting prior conditional independence structures within distributions using graphs. In the Gaussian case, these models are directly related to the sparsity of the inverse covariance (...

Multivariate Fay-Herriot models for estimating small area indicators are introduced. Among the available procedures for fitting linear mixed models, the residual maximum likelihood (REML) is employed. The empirical best predictor (EBLUP) of the vector ...

The problem of simultaneous estimation of the regression parameters in a multiple regression model with measurement errors is considered when it is suspected that the regression parameter vector may be the null-vector with some degree of uncertainty. In ...