Optimal prediction in the multivariate linear model with arbitrary rank

MaRDI QIDQ2739179zbMATH OpenFDO

Authors Canzhi He, Shenghua Yu

Publication date 24 January 2002

Published in Acta Mathematicae Applicatae Sinica (Search for Journal in Brave)

zbMATH Keywords

multivariate linear modeloptimal predicitionoptimum linear unbiased predictors

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Multivariate analysis (62H99) Linear regression; mixed models (62J05)

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(17)

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• Multivariate Cramér-Rao inequality for prediction and efficient predictors
• Quadratic prediction problems in finite populations
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