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- W2000353584 abstract "In this article, we discuss on how to predict a combined quadratic parametric function of the form β′ H β + hσ2 in a general linear model with stochastic regression coefficients denoted by y = X β + e . Firstly, the quadratic predictability of β′ H β + hσ2 is investigated to obtain a quadratic unbiased predictor (QUP) via a general method of structuring an unbiased estimator. This QUP is also optimal in some situations and therefore we hope it will be a fine predictor. To show this idea, we apply the Lagrange multipliers method to this problem and finally reach the expected conclusion through permutation matrix techniques." @default.
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- W2000353584 date "2011-03-22" @default.
- W2000353584 modified "2023-09-23" @default.
- W2000353584 title "Best Quadratic Unbiased Prediction in a General Linear Model with Stochastic Regression Coefficients" @default.
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- W2000353584 doi "https://doi.org/10.1080/03610921003606327" @default.
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