Upper bounds for the Euclidean distances between the BLUPs
In this article we consider the general linear model {y, X ß, V} where y is the observable random vector with expectation X ß and covariance matrix V. Our interest is on predicting the unobservable random vector y* which comes from y* = X* ß + ƹ* where the expectation of y* isX* ß and the covariance...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2018-06-01
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| Series: | Special Matrices |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/spma-2018-0020 |