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Prediction in the linear model under a linear constraint |
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| Authors: | Kathrin Kloberdanz Klaus D. Schmidt |
| Affiliation: | 1.Lehrstuhl für Versicherungsmathematik,Technische Universit?t Dresden,Dresden,Germany |
| 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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