A prediction analysis in a constrained multivariate general linear model with future observations
Yuqin Sun, Hong Jiang, Yongge Tian · Communication in Statistics- Theory and Methods · 2019
We give a mathematical analysis to some fundamental prediction problems on a constrained multivariate general linear model (CMGLM) with future observations, including the derivation of analytical formulas for calculating the best linear unbiased predictors (BLUPs) of all unknown parameter matrices, and the presentation of many novel and valuable properties of the BLUPs.