On an IPM-type method for determining predictions and estimated prediction error dispersions

来源 :The 24th International Workshop on Matrices and Statistics(第 | 被引量 : 0次 | 上传用户：qiuzhilv

【摘要】

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　　In this talk we have a focus on the prediction problem within the framework of the general possibly singular Gauss-Markov model. Based on results of the pow

【作者】

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Hans Joachim Werner

【机构】

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InstituteforFinancialEconomicsandStatisticsUniversityofBonn,Bonn,Germany

【出处】

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The 24th International Workshop on Matrices and Statistics(第

【发表日期】

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2015年5期

【关键词】

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G-inverse linear model IPM method prediction

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　　In this talk we have a focus on the prediction problem within the framework of the general possibly singular Gauss-Markov model. Based on results of the powerful theory of generalized inverses, we discuss an IPM-type method for determining predictions and estimated prediction error dispersions.

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On an IPM-type method for determining predictions and estimated prediction error dispersions

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