Abstract:
在二次损失下研究了任意秩有限总体中线性可预测变量Ay的线性预测在一切预测类中的Minimax性.对于一般随机效应线性模型y=Xβ+ε,βε~NBα0,σ2UWW′V,这里X,B,U,V和W是已知矩阵,α∈Rk和σ2>0是未知参数,文中得到了Ay的惟一Minimax预测.
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高校应用数学学报A辑(中文版)
Year: 2005
Issue: 02
Page: 207-216
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WoS CC Cited Count: 0
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ESI Highly Cited Papers on the List: 0 Unfold All
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30 Days PV: 4
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