Hachemeister's Bayesian regression model revisited (Q594518): Difference between revisions

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Latest revision as of 10:11, 14 June 2024

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Hachemeister's Bayesian regression model revisited
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    Hachemeister's Bayesian regression model revisited (English)
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    1983
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    credibility theory
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    Gauss-Markov theory
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    Kalman filter
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    recursive premium formulae
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    forecast errors
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    recursive estimation of structural parameters
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    general Bayesian linear model
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