Estimation of mean square error of empirical best linear unbiased predictors under a random error variance linear model

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Optimization of Generalized Mean-Square Error in Noisy Linear Estimation

A class of least squares problems that arises in linear Bayesian estimation is analyzed. The data vector y is given by the model y = P(Hθ + η) +w, where H is a known matrix, while θ, η, and w are uncorrelated random vectors. The goal is to obtain the best estimate for θ from the measured data. Applications of this estimation problem arise in multisensor data fusion problems and in wireless comm...

متن کامل

Best linear unbiased estimation and prediction under a selection model.

Mixed linear models are assumed in most animal breeding applications. Convenient methods for computing BLUE of the estimable linear functions of the fixed elements of the model and for computing best linear unbiased predictions of the random elements of the model have been available. Most data available to animal breeders, however, do not meet the usual requirements of random sampling, the prob...

متن کامل

Mean Square Error bounds for parameter estimation under model misspecification

In parameter estimation, assumptions about the model are typically considered which allow us to build optimal estimation methods under many statistical senses. However, it is usually the case where such models are inaccurately known or not capturing the complexity of the observed phenomenon. A natural question arises to whether we can find fundamental estimation bounds under model mismatches. T...

متن کامل

An Empirical Bayes Derivation of Best Linear Unbiased Predictors

Let (Y1,θ1), . . . ,(Yn,θn) be independent real-valued random vectors with Yi, given θi, is distributed according to a distribution depending only on θi for i= 1, . . . ,n. In this paper, best linear unbiased predictors (BLUPs) of the θi’s are investigated. We show that BLUPs of θi’s do not exist in certain situations. Furthermore, we present a general empirical Bayes technique for deriving BLUPs.

متن کامل

Best Linear Unbiased Estimation in Linear Models

where X is a known n × p model matrix, the vector y is an observable ndimensional random vector, β is a p × 1 vector of unknown parameters, and ε is an unobservable vector of random errors with expectation E(ε) = 0, and covariance matrix cov(ε) = σV, where σ > 0 is an unknown constant. The nonnegative definite (possibly singular) matrix V is known. In our considerations σ has no role and hence ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Multivariate Analysis

سال: 1992

ISSN: 0047-259X

DOI: 10.1016/0047-259x(92)90107-q