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Maximum likelihood estimation and prediction mean square error in the spatial linear model

 

作者: A. J. Watkins,   K. V. Mardia,  

 

期刊: Journal of Applied Statistics  (Taylor Available online 1992)
卷期: Volume 19, issue 1  

页码: 49-59

 

ISSN:0266-4763

 

年代: 1992

 

DOI:10.1080/02664769200000004

 

出版商: Carfax Publishing Company

 

数据来源: Taylor

 

摘要:

This paper is concerned with prediction in the spatial linear model using the maximum likelihood estimation of parameters in this model. In particular, we give some properties of predictors obtained on substituting the maximum likelihood estimators of model parameters into the form of the best-in the sense of minimum mean square prediction error-predictor. Such predictors are not optimal but we show them to be asymptotically equivalent to the optimum. We discuss practical aspects of this work and conclude by considering the connection with other areas.

 

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