On best unbiased prediction and its relationships to unbiased estimation

DOI10.1016/S0378-3758(99)00152-4MaRDI QIDQ1972166zbMATH OpenWikidataFDO

Authors Tapan K. Nayak

Publication date 20 May 2001

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

mean squared errorunbiasednessmixed linear modellinear predictorprediction sufficiencyRao-Cramer inequality

Mathematics Subject Classification ID

Point estimation (62F10) Inference from stochastic processes and prediction (62M20)

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Cited in

(14)

• Unbiased prediction and its construction relationship to unbiased estimation in finite populations of arbitrary rank
• On the equivariance criterion in statistical prediction
• Finding optimal estimators in survey sampling using unbiased estimators of zero
• Bayes and robust Bayes prediction with an application to a rainfall prediction problem
• Robust Bayesian methodology with applications in credibility premium derivation and future claim size prediction
• Rao-Cramér type inequalities for mean squared error of prediction
• Bayes and robust Bayes predictions in a subfamily of scale parameters under a precautionary loss function
• Bayes, E-Bayes and robust Bayes prediction of a future observation under precautionary prediction loss functions with applications
• Kshirsagar-Type Lower Bounds for Mean Squared Error of Prediction
• Prediction of times to failure of censored units under generalized progressive hybrid censoring scheme
• Linear Prediction Sufficiency for New Observations in the General Gauss–Markov Model
• On prediction and mean squared error
• The concept of risk unbiasedness in statistical prediction
• Random function prediction and Stein's identity.

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