The MSE of the BLUP in a finite discrete spectrum LRM

Year, pages: 2003, 125 - 131

The problems of prediction in finite discrete spectrum linear regression models (FDSLRMs) are studied and an expression for the mean squared error (MSE) of the best linear unbiased predictor (BLUP) is derived. This expression allows to compare these regression models from the point of view of predictions. An example is given where as regressors the goniometric functions are used.

Štulajter, F. 2003. The MSE of the BLUP in a finite discrete spectrum LRM. In Tatra Mountains Mathematical Publications, vol. 26, no.1, pp. 125-131. 1210-3195.

Štulajter, F. (2003). The MSE of the BLUP in a finite discrete spectrum LRM. Tatra Mountains Mathematical Publications, 26(1), 125-131. 1210-3195.