Kshirsagar-Type Lower Bounds for Mean Squared Error of Prediction

DOI10.1080/03610920701693850MaRDI QIDQ3499073zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 997340 (Why is no real title available?)
• A Unified Treatment of Integer Parameter Models
• Comparison of some bounds in estimation theory
• Lower bounds on the bayes risk eor statistical prediction problems
• Minimum Variance Estimation Without Regularity Assumptions
• ON THE INEQUALITY OF KSHIRSAGAR
• On best unbiased prediction and its relationships to unbiased estimation
• On prediction and mean squared error
• Rao-Cramér type inequalities for mean squared error of prediction
• The lower bound for MSE in statistical prediction theory

Cited in

(7)

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

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