Question: Exercise 6.3 For predicting y = (y1, . . . ,yq) from x = (x1, . . . ,xp1) we say that a predictor f

Exercise 6.3 For predicting y = (y1, . . . ,yq) from x = (x1, . . . ,xp−1) we say that a predictor f (x) is best if the scalar E{[y− f (x)][y− f (x)]} is minimized. Show that with simple modifications, Theorems 6.3.1 and 6.3.4 hold for the extended problem, as does Proposition 6.3.5.

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