The concept of risk unbiasedness in statistical prediction

DOI10.1016/J.JSPI.2010.01.035zbMATH Open1184.62007OpenAlexW2009363689MaRDI QIDQ963885FDOQ963885

Authors: Tapan K. Nayak, Min Qin 

Publication date: 14 April 2010

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

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.01.035

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zbMATH Keywords

squared error lossLINEX lossrisk functionunbiased estimationequivariant predictorprediction sufficiencyRao-Blackwell theorem

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference (62F99) Statistical decision theory (62C99)

Cites Work

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• A General Concept of Unbiasedness
• On the Generalization of the Likelihood Function and the Likelihood Principle
• On best unbiased prediction and its relationships to unbiased estimation
• Relation of the best invariant predictor and the best unbiased predictor in location and scale families
• Median unbiasedness in an invariant prediction problem
• A note on conditionally unbiased estimation after selection
• On prediction and mean squared error
• Prediction intervals for future failures in the exponential distribution under hybrid censoring
• Adequate Subfields and Sufficiency
• Linex unbiasedness in a prediction problem
• Characterizations of prediction sufficiency (adequacy) in terms of risk functions
• Prediction sufficiency when the loss function does not depend on the unknown parameter
• Kshirsagar-Type Lower Bounds for Mean Squared Error of Prediction

Cited In (4)

• On the equivariance criterion in statistical prediction
• Unbiased risk estimation and scoring rules
• Title not available (Why is that?)
• Linex unbiasedness in a prediction problem

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