The Bayes estimator in a misspecified linear regression model (Q1919722)

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The Bayes estimator in a misspecified linear regression model
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    The Bayes estimator in a misspecified linear regression model (English)
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    24 July 1996
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    optimal Bayes estimator
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    misspecification
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    ordinary least squares estimator
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    matrix mean square error criterion
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    prediction
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