Title :
The generalized ridge-type predictor in finite populations and its applications
Author :
Zhang, Shangli ; Xue, Xiaowei ; Wu, Changchun ; Gui, Wenhao
Author_Institution :
Sch. of Sci., Beijing Jiaotong Univ., Beijing, China
Abstract :
In this paper, we investigate prediction problems in finite population. A new kind of biased predictor called generalized ridge-type predictor(GRP) is proposed, and some of its properties are obtained. We also show that the generalized ridge predictor dominate the best linear unbiased predictor(BLUP) under the prediction mean squared error(PMSE) subject to some restrictions. Numerical examples verify that the generalized ridge-type predictor is superior to the best linear unbiased predictor to evaluate the performance of the proposed predictor.
Keywords :
mean square error methods; statistics; best linear unbiased predictor; finite populations; generalized ridge type predictor; prediction mean squared error; Economics; Eigenvalues and eigenfunctions; Estimation; Mathematical model; Predictive models; Research and development; Best linear unbiased predictor; Finite population; General ridge-type predictor; Linear model; Prediction mean squared error;
Conference_Titel :
Service Systems and Service Management (ICSSSM), 2011 8th International Conference on
Conference_Location :
Tianjin
Print_ISBN :
978-1-61284-310-0
DOI :
10.1109/ICSSSM.2011.5959293
