A note on optimal vector unbiased predictor

DOI10.1007/BF02926401MaRDI QIDQ1324979zbMATH OpenFDO

Authors B. Chandrasekar, T. Edwin Prabakaran

Publication date 7 July 1994

Published in Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

general linear modelequivalencecharacterizationoptimality criteriasimultaneous predictionmarginal prediction

Mathematics Subject Classification ID

Multivariate analysis (62H99) Linear regression; mixed models (62J05) Linear inference, regression (62J99) Generalized linear models (logistic models) (62J12)

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Cites work

• scientific article; zbMATH DE number 3605789 (Why is no real title available?)
• Best Linear Unbiased Prediction in the Generalized Linear Regression Model
• Best Linear Unbiased Prediction of Order Statistics in Location and Scale Families
• Mean square error matrix comparisons of optimal and classical predictors and estimators in linear regression
• Optimality of unbiased predictors
• Relation of the best invariant predictor and the best unbiased predictor in location and scale families
• Weaker Criteria and Tests for Linear Restrictions in Regression

Cited in

(8)

• Unbiased prediction in linear regression models with equi-correlated responses
• scientific article; zbMATH DE number 4180574 (Why is no real title available?)
• Best unbiased prediction for Gaussian and log-Gaussian processes
• Optimal prediction in loglinear models
• On optimal prediction for stochastic processes
• Characterization of an optimal matrix estimator under convex loss function
• Unbiased prediction and its construction relationship to unbiased estimation in finite populations of arbitrary rank
• scientific article; zbMATH DE number 14424 (Why is no real title available?)

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