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

DOI10.1080/03610926.2011.631073zbMATH Open1270.62103OpenAlexW2038810523MaRDI QIDQ2920060FDOQ2920060

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

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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)

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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