2003, Volume 65, Pt. 3, 626--640

The Linear Minimax Predictor In Finite Populations Under Quadratic Loss Function

By

SHENG-HUA YU, Hunan University, Changsha, People's Republic of China

 SUMMARY. In this paper we investigate optimal prediction of the linear quantity ${\bfsl A \bfsl y}$ in finite populations. We revise the usual quadratic loss function. On the basis of this we obtain the unique linear minimax predictor of ${\bfsl A \bfsl y}$ under the general linear model with a nondiagonal covariance matrix.

AMS (1991) subject classification. 62D05.

Key words and phrases. Finite population, linear minimax predictor, quadratic loss function.

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