BLUPs and BLIMBIPs in the general Gauss-Markov model
Hans‐Joachim Werner · 1986
In this talk, we discuss two powerful prediction concepts in the general (possibly singular) Gauss–Markov model. We study their basic properties and connections. Most observations are obtained by employing rather ele-mentary, yet powerful, matrix algebra. The relationships to the estimation concepts BLUE and BLIMBE, being discussed in detail in Schönfeld and