【摘要】 研究了带线性等式约束下任意秩多元线性模型中条件可预测变量的最优预测.特别地考虑了一类特殊的预测函数:-线性预测函数,给出了条件-线性可预测变量和条件最优-线性无偏预测的定义.得到了条件-线性可预测变量的条件最优-线性无偏预测,并证明了它在几乎处处意义下的唯一性.更多还原

【Abstract】 The conditional optimal prediction of the conditional predictable variable in the multivariate linear model with arbitrary rank and linear equality constrains was investigated. Specifically , a class of special prediction function:φlinear prediction function was considered, and the definitions of the conditional φlinear predictable variable and the conditional optimal φlinear unbiased predictor were given.The conditional optimum φlinear unbiased predictors of the conditional φlinear predictable variable, which is unique with probability one, were obtained.更多还原