On Quadratic Forms of MultivariatetDistribution with Applications

DOI10.1080/03610926.2010.522751zbMath1244.62077OpenAlexW2125925357MaRDI QIDQ2903820

Jian-Ying Rong, Zhifeng Lu, Xu-Qing Liu

Publication date: 2 August 2012

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

Full work available at URL: https://doi.org/10.1080/03610926.2010.522751

zbMATH Keywords

optimal invariant quadratic unbiased predictorquadratic predictionquadratic sufficiencyoptimal invariant quadratic potentially biased predictor

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Inference from stochastic processes and prediction (62M20) Estimation in multivariate analysis (62H12) Theory of matrix inversion and generalized inverses (15A09) Quadratic and bilinear forms, inner products (15A63) Sufficient statistics and fields (62B05)

Cites Work

• Quadratic prediction problems in finite populations
• Nonnegative quadratic estimation and quadratic sufficiency in general linear models
• Mathematical properties of the multivariate \(t\) distribution
• Quadratic prediction problems in multivariate linear models

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