The concept of risk unbiasedness in statistical prediction

DOI10.1016/J.JSPI.2010.01.035MaRDI QIDQ963885zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3513162 (Why is no real title available?)
• scientific article; zbMATH DE number 3569699 (Why is no real title available?)
• scientific article; zbMATH DE number 3635280 (Why is no real title available?)
• scientific article; zbMATH DE number 735230 (Why is no real title available?)
• A General Concept of Unbiasedness
• A note on conditionally unbiased estimation after selection
• Adequate Subfields and Sufficiency
• Characterizations of prediction sufficiency (adequacy) in terms of risk functions
• Kshirsagar-Type Lower Bounds for Mean Squared Error of Prediction
• Linex unbiasedness in a prediction problem
• Median unbiasedness in an invariant prediction problem
• On best unbiased prediction and its relationships to unbiased estimation
• On prediction and mean squared error
• On the Generalization of the Likelihood Function and the Likelihood Principle
• Prediction intervals for future failures in the exponential distribution under hybrid censoring
• Prediction sufficiency when the loss function does not depend on the unknown parameter
• Relation of the best invariant predictor and the best unbiased predictor in location and scale families

Cited in

(4)

• On the equivariance criterion in statistical prediction
• Unbiased risk estimation and scoring rules
• scientific article; zbMATH DE number 14424 (Why is no real title available?)
• Linex unbiasedness in a prediction problem

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