Quadratic prediction problems in multivariate linear models

DOI10.1016/j.jmva.2008.04.016zbMath1152.62042OpenAlexW2013022992MaRDI 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

invariancepermutation matrixunbiasednessmultivariate linear modelmatrix elliptically contoured distribution(restricted) OIQU/OIQB predictorprediction MSE (matrix)

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Inference from stochastic processes and prediction (62M20) Linear regression; mixed models (62J05) Theory of matrix inversion and generalized inverses (15A09) Quadratic and bilinear forms, inner products (15A63)

Related Items (4)

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

Cites Work

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• 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

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