Quadratic prediction problems in finite populations

DOI10.1016/j.spl.2006.08.015zbMath1114.62013OpenAlexW2043962469MaRDI QIDQ886318

Xu-Qing Liu, Jian-Ying Rong

Publication date: 26 June 2007

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.08.015

zbMATH Keywords

Lagrange multipliersfinite populationoptimal invariant quadratic unbiased predictorMINQU estimatorMRE estimatoroptimal invariant quadratic biased predictor

Mathematics Subject Classification ID

Multivariate analysis (62H99) Linear regression; mixed models (62J05) Sampling theory, sample surveys (62D05) Basic linear algebra (15A99)

Related Items

A Unified Theory for Robust Bayesian Prediction Under a General Class of Regret Loss Functions ⋮ On Quadratic Forms of MultivariatetDistribution with Applications ⋮ Quadratic prediction and quadratic sufficiency in finite populations ⋮ Prediction of finite population parameters using parametric model under some loss functions ⋮ Admissible prediction in superpopulation models with random regression coefficients under matrix loss function ⋮ On quadratic prediction problems in finite populations ⋮ Robust Bayesian prediction under a general linear-exponential posterior risk function and its application in finite population ⋮ Optimal prediction in finite populations under matrix loss ⋮ Quadratic prediction problems in multivariate linear models ⋮ On the Closed Form of Optimal Invariant Quadratic Predictors in Finite Populations ⋮ Best quadratic predictions in finite populations ⋮ Permutation Matrix with Application to Optimal Invariant Quadratic Prediction in Finite Populations

Cites Work

• Bayes and minimax prediction in finite populations
• Improved multivariate prediction in a general linear model with an unknown error covariance matrix.
• Linear models. Least squares and alternatives
• Robust Linear Prediction in Finite Populations
• Improved Estimation and Prediction
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