Kshirsagar-Type Lower Bounds for Mean Squared Error of Prediction

DOI10.1080/03610920701693850zbMath1135.62024OpenAlexW2037535750MaRDI QIDQ3499073

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

zbMATH Keywords

unbiasednessHammersley-Chapman-Robbins boundBhattacharyya boundCramer-Rao bounddiscrete parameter

Mathematics Subject Classification ID

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

Related Items (4)

Unnamed Item ⋮ The concept of risk unbiasedness in statistical prediction ⋮ Some information inequalities for statistical inference ⋮ Unnamed Item

Cites Work

• Unnamed Item
• Comparison of some bounds in estimation theory
• On best unbiased prediction and its relationships to unbiased estimation
• THE LOWER BOUND FOR MSE IN STATISTICAL PREDICTION THEORY
• A Unified Treatment of Integer Parameter Models
• On prediction and mean squared error
• Lower bounds on the bayes risk eor statistical prediction problems
• ON THE INEQUALITY OF KSHIRSAGAR
• Rao–Cramer Type Inequalities for Mean Squared Error of Prediction
• Minimum Variance Estimation Without Regularity Assumptions

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