Unbiased prediction in linear regression models with equi-correlated responses

被引：3

作者：

Shalabh ^{[1
]}

机构：

[1] Univ Jammu, Dept Stat, Jammu 180004, India

来源：

STATISTICAL PAPERS | 1998年 / 39卷 / 02期

关键词：

Linear Regression Model; Efficiency Property; Classical Predictor; Balance Loss Function; Full Column Rank Matrix;

D O I：

10.1007/BF02925411

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper considers the problem predicting the actual and mean values response variable in a linear regression model with equi-correlated responses. Two such predictors are presented and their efficiency properties are studied with respect to the criterion of covariance matrix.

引用

页码：237 / 244

页数：8

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