A note on optimal vector unbiased predictor

DOI10.1007/BF02926401zbMath0821.62042MaRDI QIDQ1324979

T. Edwin Prabakaran, B. Chandrasekar

Publication date: 7 July 1994

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

equivalencecharacterizationoptimality criteriageneral linear modelsimultaneous predictionmarginal prediction

Mathematics Subject Classification ID

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

Related Items (3)

On optimal prediction for stochastic processes ⋮ Unbiased prediction in linear regression models with equi-correlated responses ⋮ Characterization of an optimal matrix estimator under convex loss function

Cites Work

• Unnamed Item
• Relation of the best invariant predictor and the best unbiased predictor in location and scale families
• Mean square error matrix comparisons of optimal and classical predictors and estimators in linear regression
• Optimality of unbiased predictors
• Best Linear Unbiased Prediction of Order Statistics in Location and Scale Families
• Best Linear Unbiased Prediction in the Generalized Linear Regression Model
• Weaker Criteria and Tests for Linear Restrictions in Regression

This page was built for publication: A note on optimal vector unbiased predictor