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Loss prediction in a linear model under a linear constraint

✍ Scribed by Kathrin Kloberdanz; Klaus D. Schmidt


Book ID
106292728
Publisher
Springer-Verlag
Year
2008
Tongue
English
Weight
333 KB
Volume
93
Category
Article
ISSN
1863-8171

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Assuming a general linear model with known covariance matrix, several linear and nonlinear predictors are presented and their properties are discussed. In the context of simultaneous multiple prediction, a total sum of squared errors is suggested as a loss function for comparing predictors. Based on