Relation of the best invariant predictor and the best unbiased predictor in location and scale families

DOI10.1214/aos/1176345534zbMath0471.62038OpenAlexW2005399127MaRDI QIDQ1157646

Yoshikazu Takada

Publication date: 1981

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345534

Mathematics Subject Classification ID

Parametric inference (62F99) Statistical decision theory (62C99)

Related Items (12)

Bayesian estimation and prediction with multiply type-II censored samples of sequential order statistics from one- and two-parameter exponential distributions ⋮ Point prediction of future order statistics from an exponential distribution ⋮ Pitman closest equivariant estimators and predictors under location-scale models ⋮ Optimal estimating function for estimation and prediction in semi-parametric models ⋮ Median unbiasedness in an invariant prediction problem ⋮ On some predictors of times to failure of censored items in progressively censored samples ⋮ The concept of risk unbiasedness in statistical prediction ⋮ Prediction of times to failure of censored units under generalized progressive hybrid censoring scheme ⋮ The Pitman comparison of unbiased linear estimators ⋮ Comparative study for assessing the Pitman’s closeness of predictors based on exponential record data ⋮ On the equivariance criterion in statistical prediction ⋮ A note on optimal vector unbiased predictor

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