PREDICTOR/ESTIMATOR COMPUTATIONS UNDER A CONSTRAINED MULTIVARIATE LINEAR MODEL AND SOME RELATED REDUCED MODELS

Büyükkaya M. E., Güler N.

Miskolc Mathematical Notes, cilt.26, sa.1, ss.195-207, 2025 (SCI-Expanded) identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 26 Sayı: 1
  • Basım Tarihi: 2025
  • Doi Numarası: 10.18514/mmn.2025.4752
  • Dergi Adı: Miskolc Mathematical Notes
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus, Academic Search Premier, zbMATH
  • Sayfa Sayıları: ss.195-207
  • Anahtar Kelimeler: 15A10, 62H12, 62J05, BLUE, BLUP, constrained multivariate linear model, reduced models
  • Karadeniz Teknik Üniversitesi Adresli: Evet

Özet

This study deals with basic prediction/estimation issues involving a constrained multivariate linear model (CMLM) and some related reduced models. By reparameterizing these models, the authors create unconstrained multivariate linear models (UMLMs). After that, the authors use some quadratic matrix optimization methods to derive analytical formulas for computing the best linear unbiased predictors/estimators (BLUPs/BLUEs) of all unknown parameter matrices. This provides a broad perspective on BLUPs.