首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Fundamental Equations of BLUE and BLUP in the Multivariate Linear Model with Applications
Authors:Yonghui Liu  Chenqi Xia
Institution:1. Department of Applied Mathematics , Shanghai Finance University , Shanghai , China Liuyh@lsec.cc.ac.cn;3. Department of Applied Mathematics , Shanghai University of Finance and Economics , Shanghai , China
Abstract:Ordinary least squares estimator (OLSE), best linear unbiased estimator (BLUE), and best linear unbiased predictor (BLUP) in the general linear model with new observations are generalized to the general multivariate linear model. The fundamental equations of BLUE and BLUP in the multivariate linear model are derived by two methods, including the vectorization method and projection method. By using the matrix rank method, some new results of linear BLUE-sufficiency, linear BLUP-sufficiency, and the equality of OLSE, BLUE, and BLUP are given in the multivariate linear model.
Keywords:BLUE  BLUP  Linear BLUE-sufficiency  Linear BLUP-sufficiency  Multivariate linear model  Matrix rank method  OLSE  Projection method  Vectorization method
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号