On-line predictive linear regression

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)1566-1590
Number of pages25
JournalThe Annals of Statistics
Volume37
Issue number3
DOIs
Publication statusPublished - Jun 2009

Keywords

  • Gauss linear model
  • independent identically distributed observations
  • multivariate analysis
  • on-line protocol
  • prequential statistics

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