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A note on the Markov perfect equilibrium of a linear–quadratic alternating-move game

✍ Scribed by Sau-Him Paul Lau


Book ID
117333136
Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
42 KB
Volume
57
Category
Article
ISSN
0165-1765

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A note on the concepts of linear and qua
✍ Jürgen Groβ 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 374 KB

Under the general Gauss-Markov model y = X/~ + e, linear transformations Fy of the observable random vector y which preserve enough information to release the best linear unbiased predictor/estimator of E as a linear function of Fy are considered. Transformations with this property are called 'linea