On reproducing linear estimators within the Gauss-Markov model with stochastic constraints

DOI10.1080/03610926.2011.631073MaRDI QIDQ2920060zbMATH OpenOpenAlexFDO

Authors Burkhard Schaffrin, Gerhard Navratil

Publication date 23 October 2012

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2011.631073

zbMATH Keywords

stochastic prior informationoptimal reproducing estimatorvariance-covariance preservation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear inference, regression (62J99) Parametric inference under constraints (62F30)

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Cites work

• Prediction of nonlinear spatial functionals

Cited in

(1)

• Alternative approaches for the use of uncertain prior information to overcome the rank-deficiency of a linear model

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