您当前所在位置: 首页 > 学者

刘绪庆

  • 43浏览

  • 0点赞

  • 0收藏

  • 0分享

  • 105下载

  • 0评论

  • 引用

期刊论文

Quadratic prediction problems in multivariate linear models☆

刘绪庆Xu-Qing Liu a* Dong-Dong Wang a Jian-Ying Rong b

Journal of Multivariate Analysis 100 (2009) 291-300,-0001,():

URL:

摘要/描述

Linear and quadratic prediction problems in finite populations have become of great interest to many authors recently. In the present paper, we mainly aim to extend the problem of quadratic prediction from a general linear model, of form y D X C e; e N. 0; 2V/, to a multivariate linear model, denoted by Y D XB C E; Vec.E/N.0;6 V/with Y D.yij/n q D. y1, ……yq/. Firstly, the optimal invariant quadratic unbiased (OIQU) predictor and the optimal invariant quadratic (potentially) biased (OIQB) predictor of Y0HY for any particular symmetric nonnegative definite matrix H satisfying HX D 0 are derived. Secondly, we consider predicting a0Y0HYb and tr.Y0HY/. The corresponding restricted OIQU predictor and restricted OIQB predictor for them are given. In addition, we also offer four concluding remarks. One concerns the generalization of predicting a0Y0HYb and tr.Y0HY/, and the others are concerned with three possible extensions from multivariate linear models to growth curve models, to restricted multivariate linear models, and to matrix elliptical linear models.

【免责声明】以下全部内容由[刘绪庆]上传于[2010年06月06日 22时18分07秒],版权归原创者所有。本文仅代表作者本人观点,与本网站无关。本网站对文中陈述、观点判断保持中立,不对所包含内容的准确性、可靠性或完整性提供任何明示或暗示的保证。请读者仅作参考,并请自行承担全部责任。

我要评论

全部评论 0

本学者其他成果

    同领域成果