Best prediction in linear models with mixed integer/real unknowns: theory and application
In this contribution, we extend the existing theory of minimum mean squared error prediction (best prediction). This extention is motivated by the desire to be able to deal with models in which the parameter vectors have real-valued and/or integer-valued entries. New classes of predictors are introd...
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| Format: | Journal Article |
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Springer - Verlag
2007
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| Online Access: | http://hdl.handle.net/20.500.11937/44166 |