On best affine prediction
type: Item
instance of: scholarly article
title: On best affine prediction
zbMATH Open document ID: 1017.62052
author: Heinz Neudecker
author: Albert Satorra
published in: Statistical Papers
publication date: 2003-08-31T00:00:00Z
Mathematics Subject Classification ID: 62H25
zbMATH DE Number: 1972543
zbMATH Keywords: factor analysis
zbMATH Keywords: factor scores
zbMATH Keywords: optimal prediction
zbMATH Keywords: mean-squared error
zbMATH Keywords: singular matrices
zbMATH Keywords: Moore-Penrose inverse
MaRDI profile type: Publication
full work available at URL: s00362-003-0150-2
OpenAlex ID: W1964253007
cites work: Introduction to stochastic control theory
cites work: Best linear predictors for factor scores
cites work: Q4231779
DOI: 10.1007/S00362-003-0150-2
description: scientific article; zbMATH DE number 1972543