Best prediction in linear models with mixed integer/real unknowns: theory and application

Best prediction in linear models with mixed integer/real unknowns: theory and application

In this contribution, we extend the existing theory of minimum mean squared error prediction (best prediction). This extention is motivated by the desire to be able to deal with models in which the parameter vectors have real-valued and/or integer-valued entries. New classes of predictors are introd...

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Bibliographic Details
Main Author: Teunissen, Peter
Format: Journal Article
Published: Springer - Verlag 2007
Subjects:
Minimum mean squared prediction error - Best prediction and estimation - Linear unbiased prediction - Least-squares prediction - Equivariant prediction - Integer equivariant prediction
Online Access:http://hdl.handle.net/20.500.11937/44166

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