On best unbiased prediction and its relationships to unbiased estimation

DOI10.1016/S0378-3758(99)00152-4zbMATH Open0960.62100WikidataQ127014969 ScholiaQ127014969MaRDI QIDQ1972166FDOQ1972166

Publication date: 20 May 2001

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

Recommendations

On prediction and mean squared error
Sufficiency and efficiency in statistical prediction
Unbiased prediction and its construction relationship to unbiased estimation in finite populations of arbitrary rank
Rao-Cramér type inequalities for mean squared error of prediction
On optimal prediction for stochastic processes

zbMATH Keywords

mean squared error unbiasedness mixed linear model linear predictor prediction sufficiency Rao-Cramer inequality

Mathematics Subject Classification ID

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

Cites Work

Linear Statistical Inference and its Applications
That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Best Linear Unbiased Prediction in the Generalized Linear Regression Model
Title not available (Why is that?)
Title not available (Why is that?)
On umvu estimation following selection
Title not available (Why is that?)
Predictive likelihood: A review. With comments and a rejoinder by the author
On the Generalization of the Likelihood Function and the Likelihood Principle
Title not available (Why is that?)
Extension of the Gauss-Markov theorem to include the estimation of random effects
Bayesian prediction in linear models: Applications to small area estimation
Linear estimation of the probability of discovering a new species
On estimating the conditional probability of discovering a new species
Title not available (Why is that?)
A general framework for model-based statistics
Title not available (Why is that?)
Estimating the Total Probability of the Unobserved Outcomes of an Experiment
Decomposition of Prediction Error
Title not available (Why is that?)
On prediction and mean squared error
Title not available (Why is that?)
Admissibility results in loss estimation
On statistical analysis of a sample from a population of unknown species
Admissibility of estimators of the probability of unobserved outcomes
Adequate Subfields and Sufficiency
Prediction sufficiency when the loss function does not depend on the unknown parameter
Estimating the Parameter of a Selected Population
On the Frequentist Proper Ties of Some Hierarchical Bayes Predictors in Finite Populattion Sampling

Cited In (14)

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

This page was built for publication: On best unbiased prediction and its relationships to unbiased estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1972166)