Hachemeister's Bayesian regression model revisited (Q594518)
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English | 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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