Two classes of covariance matrices giving simple linear forecasts

DOI10.1080/03461238.1976.10405932MaRDI QIDQ4148691zbMATH OpenOpenAlexFDO

Authors William S. Jewell

Publication date 1976

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL http://pure.iiasa.ac.at/id/eprint/499/1/RM-75-017.pdf

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites work

• Fredholm resolvents, Wiener-Hopf equations, and Riccati differential equations
• scientific article; zbMATH DE number 3506085 (Why is no real title available?)
• scientific article; zbMATH DE number 3513138 (Why is no real title available?)
• scientific article; zbMATH DE number 3540266 (Why is no real title available?)
• scientific article; zbMATH DE number 3390199 (Why is no real title available?)
• scientific article; zbMATH DE number 3395169 (Why is no real title available?)
• On inverting a class of patterned matrices

Cited in

(8)

• On multiple counting processes with the Markov property
• A seemingly unrelated regression model in a credibility framework.
• Ruin theory in the linear model
• Box-Jenkins credibility
• The linear growth credibility model
• Eine nÄhere Betrachtung der die Forderungen beeinflussenden Faktoren bei erfahrungstarifiertem Portefeuille
• Recursive credibility estimation
• Credibility theory for some evolutionary models

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