Definition: Empirical Best Linear Unbiased Predictor (EBLUP)

Category: Memobust Glossary

Definition 1 : Predictor obtained by plugging in the estimates of the variance components in the BLUP.

Definition 2 : Estimator obtained by plugging in the estimation of variance components in a BLUP estimator, that is the estimator that in the class of all linear unbiased estimator minimize square loss. https://ec.europa.eu/eurostat/cros/content/memobust-glossary-pdf-file_en
Source:
Eurostat, "Memobust Glossary" (part of the Memobust Handbook on Methodology of Modern Business Statistics), ESSnet "Memobust", March 2014
Created:
Updated: