On a stronger-than-best property for best prediction

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

On a stronger-than-best property for best prediction

The minimum mean squared error (MMSE) criterion is a popular criterion for devising best predictors. In case of linear predictors, it has the advantage that no further distributional assumptions need to be made, other then about the firstand second-order moments. In the spatial and Earth sciences, it is the best linear unbiased predictor (BLUP) that is used most often. Despite the fact that in ...

متن کامل

A note on interpolation, best approximation, and the saturation property

In this note, we prove that the well known saturation assumption implies that piecewise polynomial interpolation and best approximation in finite element spaces behave in similar fashion. That is, the error in one can be used to estimate the error in the other. We further show that interpolation error can be used as an a posteriori error estimate that is both reliable and efficient.

متن کامل

Trade and National Security: A Test for Best-Known Hypothesis

National security depends on soft power, the ability of a country to generate and use its economic power and to project its national values. It also depends on long-term factors that contribute to economic growth and increase the total resources base available not only for defense but to provide economic security in the form of income and business opportunities for individuals. The economic iss...

متن کامل

On best proximity points for multivalued cyclic $F$-contraction mappings

In this paper, we establish and prove the existence of best proximity points for multivalued cyclic $F$- contraction mappings in complete metric spaces. Our results improve and extend various results in literature.

متن کامل

Best Mean Square Prediction for Moving Averages

Best mean square prediction for moving average time series models is generally non-linear prediction, even in the invertible case. Gaussian processes are an exception, since best linear prediction is always best mean square prediction. Stable numerical recursions are proposed for computation of residuals and evaluation of unnormalized conditional distributions in invertible or non-invertible mo...

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 Geodesy

سال: 2007

ISSN: 0949-7714,1432-1394

DOI: 10.1007/s00190-007-0169-6