Random function prediction and Stein's identity.
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Publication:1871286
DOI10.1016/S0167-7152(02)00197-9zbMath1050.62100MaRDI QIDQ1871286
Theodoros Nicoleris, Anthony Sagris
Publication date: 7 May 2003
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
62M20: Inference from stochastic processes and prediction
62F10: Point estimation
62C15: Admissibility in statistical decision theory
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Characterizations of multivariate life distributions, On Stein's identity and its applications, On generalized moment identity and its applications: a unified approach
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