Prediction in the linear model under a linear constraint

Abstract

In this paper we determine the Gauss–Markov predictor of the nonobservable part of a random vector satisfying the linear model under a linear constraint.

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Correspondence to Klaus D. Schmidt.

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Kloberdanz, K., Schmidt, K.D. Prediction in the linear model under a linear constraint. AStA 92, 207–215 (2008). https://doi.org/10.1007/s10182-008-0062-5

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Keywords

  • Linear Model
  • Prediction Error
  • Random Vector
  • Linear Constraint
  • Full Column Rank