Admissibility of simultaneous prediction for actual and average values in finite population
Abstract This paper studies the admissibility of simultaneous prediction of actual and average values of the regressand in the generalized linear regression model under the quadratic loss function. Necessary and sufficient conditions are derived for the simultaneous prediction to be admissible in cl...
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| Format: | Article |
| Language: | English |
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SpringerOpen
2018-05-01
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| Series: | Journal of Inequalities and Applications |
| Subjects: | |
| Online Access: | http://link.springer.com/article/10.1186/s13660-018-1707-x |
| _version_ | 1818332954027360256 |
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| author | Chao Bai Haiqi Li |
| author_facet | Chao Bai Haiqi Li |
| author_sort | Chao Bai |
| collection | DOAJ |
| description | Abstract This paper studies the admissibility of simultaneous prediction of actual and average values of the regressand in the generalized linear regression model under the quadratic loss function. Necessary and sufficient conditions are derived for the simultaneous prediction to be admissible in classes of homogeneous and nonhomogeneous linear predictors, respectively. |
| first_indexed | 2024-12-13T13:43:56Z |
| format | Article |
| id | doaj.art-aecc2a924c6348c39a8836509218971d |
| institution | Directory Open Access Journal |
| issn | 1029-242X |
| language | English |
| last_indexed | 2024-12-13T13:43:56Z |
| publishDate | 2018-05-01 |
| publisher | SpringerOpen |
| record_format | Article |
| series | Journal of Inequalities and Applications |
| spelling | doaj.art-aecc2a924c6348c39a8836509218971d2022-12-21T23:43:30ZengSpringerOpenJournal of Inequalities and Applications1029-242X2018-05-012018111510.1186/s13660-018-1707-xAdmissibility of simultaneous prediction for actual and average values in finite populationChao Bai0Haiqi Li1School of Finance and Statistics, Hunan UniversitySchool of Finance and Statistics, Hunan UniversityAbstract This paper studies the admissibility of simultaneous prediction of actual and average values of the regressand in the generalized linear regression model under the quadratic loss function. Necessary and sufficient conditions are derived for the simultaneous prediction to be admissible in classes of homogeneous and nonhomogeneous linear predictors, respectively.http://link.springer.com/article/10.1186/s13660-018-1707-xAdmissibilitySimultaneous predictionQuadratic loss functionGeneralized linear regression model |
| spellingShingle | Chao Bai Haiqi Li Admissibility of simultaneous prediction for actual and average values in finite population Journal of Inequalities and Applications Admissibility Simultaneous prediction Quadratic loss function Generalized linear regression model |
| title | Admissibility of simultaneous prediction for actual and average values in finite population |
| title_full | Admissibility of simultaneous prediction for actual and average values in finite population |
| title_fullStr | Admissibility of simultaneous prediction for actual and average values in finite population |
| title_full_unstemmed | Admissibility of simultaneous prediction for actual and average values in finite population |
| title_short | Admissibility of simultaneous prediction for actual and average values in finite population |
| title_sort | admissibility of simultaneous prediction for actual and average values in finite population |
| topic | Admissibility Simultaneous prediction Quadratic loss function Generalized linear regression model |
| url | http://link.springer.com/article/10.1186/s13660-018-1707-x |
| work_keys_str_mv | AT chaobai admissibilityofsimultaneouspredictionforactualandaveragevaluesinfinitepopulation AT haiqili admissibilityofsimultaneouspredictionforactualandaveragevaluesinfinitepopulation |