Quadratic prediction problems in finite populations

Xu-Qing Liu and Jian-Ying Rong

Statistics & Probability Letters, 2007, vol. 77, issue 5, 483-489

Abstract: In this paper, we investigate quadratic prediction problems of f(Y)=Y'HY with H satisfying HX=0 in finite populations under the linear model Y=X[beta]+e, . We mainly aim at proposing two notions of optimal invariant quadratic unbiased predictor and optimal invariant quadratic (potentially) biased predictor, and studying the structure of their explicit representations. In addition, we apply the main results of this paper to some special cases and finally derive a conclusion, which is not only mathematically interesting but also practically significant.

Keywords: Finite; population; Optimal; invariant; quadratic; unbiased; predictor; Optimal; invariant; quadratic; biased; predictor; MINQU; estimator; MRE; estimator (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (3)

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