Permutation Matrix with Application to Optimal Invariant Quadratic Prediction in Finite Populations

DOI10.1080/03610920802017785zbMath1292.15014OpenAlexW1978012858MaRDI QIDQ5494720

Xu-Qing Liu, Jian-Ying Rong, Feng Gao

Publication date: 29 July 2014

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802017785

zbMATH Keywords

finite populationpermutation matrixKronecker productvectorizationsymmetrizer matrixpopulation varianceOIQP

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Matrix equations and identities (15A24) Prediction theory (aspects of stochastic processes) (60G25)

Related Items

Quadratic prediction and quadratic sufficiency in finite populations ⋮ On the Closed Form of Optimal Invariant Quadratic Predictors in Finite Populations ⋮ Best quadratic predictions in finite populations

Cites Work

• The commutation matrix: Some properties and applications
• Bayes and minimax prediction in finite populations
• Quadratic prediction problems in finite populations
• Prediction theory for finite populations
• Kronecker product permutation matrices and their application to moment matrices of the normal distribution
• Improved multivariate prediction in a general linear model with an unknown error covariance matrix.
• Characterizations of admissible linear estimators in the linear model
• Robust Linear Prediction in Finite Populations
• A General Theory of Prediction in Finite Populations