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That said, if ones interest lies in predicted/fitted-values then it likely behoves the researcher to choose a model which will result in admissible predictions.
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Further research on the minimaxity of admissible simultaneous prediction is in progress.
However, whether the admissible linear prediction is minimax under quadratic loss function is unclear.
One possibility is to choose a number of predictions admissible for validation and to select a P-value cut-off that satisfies this constraint.
Predictable predictions?
The overall pre and post layout simulations of proposed LNA shows admissible agreement with theoretical predictions.
Necessary and sufficient conditions for the simultaneous prediction to be admissible are provided.
Necessary and sufficient conditions for the simultaneous prediction to be admissible are obtained in classes of homogeneous and nonhomogeneous linear predictors, respectively.
4, we derive the necessary and sufficient conditions for linear simultaneous prediction to be admissible in class of nonhomogeneous linear predictors.
Necessary and sufficient conditions are derived for the simultaneous prediction to be admissible in classes of homogeneous and nonhomogeneous linear predictors, respectively.
Using the "terminal set-terminal cost" design, the states are forced to attain the maximal delayed-state admissible set at the end of the prediction horizon.
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