On a stronger-than-best property for best prediction

QR Code

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,...

Full description

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

Similar Items

Best prediction in linear models with mixed integer/real unknowns: theory and application
by: Teunissen, Peter
Published: (2007)

BLUE, BLUP and the Kalman filter: some new results
by: Teunissen, Peter, et al.
Published: (2013)

A recursive linear MMSE filter for dynamic systems with unknown state vector means
by: Khodabandeh, A., et al.
Published: (2014)

Least-squares collocation with integer parameters
by: Teunissen, Peter
Published: (2006)

Least squares prediction in linear models with integer unknowns.
by: Teunissen, Peter.
Published: (2007)

Simplified Robust Design for Nonregenerative Multicasting MIMO Relay Systems
by: Gopal, Lenin, et al.
Published: (2015)

Imaging Spectroscopy for On-Farm Measurement of Grassland Yield and Quality
by: Schut, Antonius, et al.
Published: (2006)

Adaptive Array Beamforming Using a Combined LMS-LMS Algorithm
by: Srar, Jalal, et al.
Published: (2010)

Least-squares variance component estimation
by: Teunissen, Peter, et al.
Published: (2008)

On the computation of the best integer equivariant estimator
by: Teunissen, Peter
Published: (2005)

Non-Regenerative Multi-Way Relaying: Combining the Gains of Network Coding and Joint Processing
by: Degenhardt, H., et al.
Published: (2013)

The performance of robust weighted least squares in the presence of outliers and heteroscedastic errors
by: Midi, Habshah, et al.
Published: (2009)

Tomlinson-Harashima Precoding Based Transceiver Design for MIMO Relay Systems With Channel Covariance Information
by: Gopal, Lenin, et al.
Published: (2015)

Adaptive antenna array beamforming using a concatenation of recursive least square and least mean square algorithms
by: Srar, Jalal Abdulsayed
Published: (2011)

Improving space-time-frequency MIMOOFDM with ICI self-cancellation scheme using least square error estimator / Nur Farahiah Ibrahim, Zahari Abu Bakar and Azlina Idris
by: Ibrahim, Nur Farahiah, et al.
Published: (2015)

Joint Source and Relay Optimization for Parallel MIMO Relays Using MMSE-DFE Receiver
by: Toding, Apriana, et al.
Published: (2010)

T-norm of yager class of subsethood defuzzification: improving enrolment forecast in fuzzy time series / Nazirah Ramli and Abu Osman Md. Tap
by: Ramli, Nazirah, et al.
Published: (2006)

Investigating Successive Interference Cancellation in MIMO Relay Network
by: Toding, Apriana, et al.
Published: (2011)

The distribution of the GPS baseline in case of integer least-squares ambiguity estimation.
by: Teunissen, Peter
Published: (1998)

Refinement of Gravimetric Geoid Using GPS and Levelling Data
by: Featherstone, Will
Published: (2000)

A review of non-stationary spatial methods for geodetic least-squares collocation
by: Darbeheshti, Neda, et al.
Published: (2010)

Application of pareto optimality to linear models with errors-in-all-variables
by: Palancz, B., et al.
Published: (2011)

A worst-case robust MMSE transceiver design for nonregenerative MIMO relaying
by: Shen, H., et al.
Published: (2014)

A Gauss-Markov-like theorem for integer GNSS ambiguities.
by: Teunissen, Peter
Published: (2002)

Investigating the Propagation Mechanism of Unmodelled Systematic Errors on Coordinate Time Series Estimated Using Least Squares
by: Stewart, Michael, et al.
Published: (2005)

A new accuracy measure based on bounded relative error for time series forecasting
by: Chen, Chao, et al.
Published: (2017)

Workload prediction of wireless sensor network based on linear prediction
by: Hong, Lue Ik, et al.
Published: (2012)

Development of robust procedures for partial least square regression with application to near infrared spectral data
by: Silalahi, Divo Dharma
Published: (2021)

Theory of carrier phase ambiguity resolution
by: Teunissen, Peter
Published: (2003)

Predictive control of drying process using an adaptive neuro-fuzzy and partial least squares approach
by: Azadeh, A., et al.
Published: (2012)

L1 Linear Interpolator of Missing Values in Time Series
by: Lu, Zudi, et al.
Published: (2003)

Spatiotemporal neural characterization of prediction error valence and surprise during reward learning in humans
by: Fouragnan, Elsa, et al.
Published: (2017)

Integer aperture least-squares estimation
by: Teunissen, Peter
Published: (2005)

Pricing warrant by using binomial model : comparison between historical and implied volatility / Muhammad Nasruddeen Mazlan
by: Mazlan, Muhammad Nasruddeen
Published: (2020)

Robust estimations as a remedy for multicollinearity caused by multiple high leverage points
by: Bagheri, Arezoo, et al.
Published: (2009)

Numerical properties of adaptive recursive least-squares (RLS) algorithms with linear constraints.
by: Huo, Jia Q.
Published: (1999)

A Framework for Low Complexity Least-Squares Localization With High Accuracy
by: Yan, J., et al.
Published: (2010)

Predicting future location in mobile cache based on variable order of prediction-by-partial-matching algorithm
by: Li, Lincan, et al.
Published: (2018)

An expert system prototype to determine Osteoporosis / Azliyana Sulaiman
by: Azliyana, Sulaiman
Published: (2002)

The GPS integer least-squares statistics.
by: Teunissen, Peter
Published: (2000)