A prediction analysis in a constrained multivariate general linear model with future observations

Yuqin Sun, Hong Jiang and Yongge Tian

Communications in Statistics - Theory and Methods, 2021, vol. 50, issue 2, 345-357

Abstract: We give a mathematical analysis to some fundamental prediction problems on a constrained multivariate general linear model (CMGLM) with future observations, including the derivation of analytical formulas for calculating the best linear unbiased predictors (BLUPs) of all unknown parameter matrices, and the presentation of many novel and valuable properties of the BLUPs.

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:50:y:2021:i:2:p:345-357

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DOI: 10.1080/03610926.2019.1634819

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