Quadratic prediction problems in multivariate linear models

DOI10.1016/j.jmva.2008.04.016zbMath1152.62042MaRDI QIDQ2519041

Jian-Ying Rong, Dongdong Wang, Xu-Qing Liu

Publication date: 22 January 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.04.016

zbMATH Keywords

invariance; permutation matrix; unbiasedness; multivariate linear model; matrix elliptically contoured distribution; (restricted) OIQU/OIQB predictor; prediction MSE (matrix)

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62M20: Inference from stochastic processes and prediction

62J05: Linear regression; mixed models

15A09: Theory of matrix inversion and generalized inverses

15A63: Quadratic and bilinear forms, inner products

Related Items

Optimal prediction in finite populations under matrix loss, Admissible prediction in superpopulation models with random regression coefficients under matrix loss function, Quadratic prediction and quadratic sufficiency in finite populations, On Quadratic Forms of MultivariatetDistribution with Applications

Cites Work

• Bayes and minimax prediction in finite populations
• Quadratic prediction problems in finite populations
• On quadratic prediction problems in finite populations
• Improved multivariate prediction in a general linear model with an unknown error covariance matrix.
• Robust Linear Prediction in Finite Populations
• Improved Estimation and Prediction
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item