Kshirsagar-Type Lower Bounds for Mean Squared Error of Prediction

DOI10.1080/03610920701693850zbMATH Open1135.62024OpenAlexW2037535750MaRDI QIDQ3499073FDOQ3499073

Authors: Min Qin, Tapan K. Nayak 

Publication date: 19 May 2008

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920701693850

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zbMATH Keywords

unbiasednessHammersley-Chapman-Robbins boundBhattacharyya boundCramer-Rao bounddiscrete parameter

Mathematics Subject Classification ID

Multivariate analysis (62H99) Parametric inference (62F99) Inference from stochastic processes and prediction (62M20) Inequalities; stochastic orderings (60E15)

Cites Work

• Title not available (Why is that?)
• On best unbiased prediction and its relationships to unbiased estimation
• A Unified Treatment of Integer Parameter Models
• On prediction and mean squared error
• Rao-Cramér type inequalities for mean squared error of prediction
• Minimum Variance Estimation Without Regularity Assumptions
• Lower bounds on the bayes risk eor statistical prediction problems
• Comparison of some bounds in estimation theory
• ON THE INEQUALITY OF KSHIRSAGAR
• The lower bound for MSE in statistical prediction theory

Cited In (7)

• The concept of risk unbiasedness in statistical prediction
• The lower bound for MSE in statistical prediction theory
• Comparative study of Bhattacharyya and Kshirsagar bounds in Burr XII and Burr III distributions
• Some information inequalities for statistical inference
• ON RISSANEN'S LOWER BOUND ON THE ACCUMULATED MEAN-SQUARE PREDICTION ERROR
• Rao-Cramér type inequalities for mean squared error of prediction
• Comparing Bhattacharyya and Kshirsagar bounds with bootstrap method

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