| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5129767 | Statistics & Probability Letters | 2017 | 8 Pages |
Abstract
We provide a general derivation for the closed-form formula of the best linear unbiased predictors (BLUPs) of all unknown parameter matrices in a multivariate general linear model (MGLM) with future observations by using some new matrix analysis tools, and present a variety of valuable properties and features of the BLUPs under various general assumptions.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yongge Tian, Cheng Wang,