On a stronger-than-best property for best prediction

On a stronger-than-best property for best prediction

The minimum mean squared error (MMSE) criterion is a popular criterion for devising best predictors. In case of linear predictors, it has the advantage that no further distributional assumptions need to be made, other then about the first- and second-order moments. In the spatial and Earth sciences,...

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Bibliographic Details
Main Author: Teunissen, Peter
Format: Journal Article
Published: Springer - Verlag 2008
Subjects:
Minimum mean squared error (MMSE) prediction - Least-squares collocation - Universal Kriging - Best linear unbiased prediction (BLUP) - Maximum probability of bounded prediction error
Online Access:http://hdl.handle.net/20.500.11937/34386

Internet

http://hdl.handle.net/20.500.11937/34386

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