On prediction and mean squared error

DOI10.2307/3315467zbMATH Open0772.62054OpenAlexW1968516500MaRDI QIDQ4021170FDOQ4021170

Authors: Yannis G. Yatracos 

Publication date: 17 January 1993

Published in: The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315467

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zbMATH Keywords

minimal sufficient statisticspecies problemCramer-Rao-type inequalitynonexistence of UMMSEPprobability of unobserved outcomes of an experimentproblem of selected meansrandom functions of parametersRao-Blackwell-type theoremuniformly minimum mean-squared-error predictor

Mathematics Subject Classification ID

Point estimation (62F10) Inference from stochastic processes and prediction (62M20) Statistical decision theory (62C99) Sufficiency and information (62B99)

Cites Work

• THE POPULATION FREQUENCIES OF SPECIES AND THE ESTIMATION OF POPULATION PARAMETERS
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• Title not available (Why is that?)
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• Estimation of the Mean of the Selected Population
• Estimating the Total Probability of the Unobserved Outcomes of an Experiment
• Admissibility of estimators of the probability of unobserved outcomes

Cited In (19)

• The concept of risk unbiasedness in statistical prediction
• Mean Squared Error of Estimation or Prediction Under a General Linear Model
• Finding optimal estimators in survey sampling using unbiased estimators of zero
• Mean squared error of empirical predictor.
• Random function prediction and Stein's identity.
• A note on conditionally unbiased estimation after selection
• On the equivariance criterion in statistical prediction
• Sufficiency and efficiency in statistical prediction
• On best unbiased prediction and its relationships to unbiased estimation
• Estimation After Subset Selection from Exponential Populations: Location Parameter Case
• Some results on mean square error for factor score prediction
• On optimal prediction for stochastic processes
• Kshirsagar-Type Lower Bounds for Mean Squared Error of Prediction
• Bayesian prediction for stochastic processes: theory and applications
• Mean square error behavior for prediction in linear regression models
• Multivariate Cramér-Rao inequality for prediction and efficient predictors
• Rao-Cramér type inequalities for mean squared error of prediction
• Improved estimators for the selected location parameters
• On estimating the conditional probability of discovering a new species

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