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Prediction in the linear model under a linear constraint

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Abstract

In this paper we determine the Gauss–Markov predictor of the nonobservable part of a random vector satisfying the linear model under a linear constraint.

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Authors and Affiliations

  1. Lehrstuhl für Versicherungsmathematik, Technische Universität Dresden, 01062, Dresden, Germany

    Kathrin Kloberdanz & Klaus D. Schmidt

Authors
  1. Kathrin Kloberdanz
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  2. Klaus D. Schmidt
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Correspondence to Klaus D. Schmidt.

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Kloberdanz, K., Schmidt, K.D. Prediction in the linear model under a linear constraint. AStA 92, 207–215 (2008). https://doi.org/10.1007/s10182-008-0062-5

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  • DOI: https://doi.org/10.1007/s10182-008-0062-5

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