Random function prediction and Stein's identity.

DOI10.1016/S0167-7152(02)00197-9zbMath1050.62100MaRDI QIDQ1871286

Theodoros Nicoleris, Anthony Sagris

Publication date: 7 May 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Exponential familyPredictionRandom function of a parameter

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Point estimation (62F10) Admissibility in statistical decision theory (62C15)

Related Items (3)

On generalized moment identity and its applications: a unified approach ⋮ Characterizations of multivariate life distributions ⋮ On Stein's identity and its applications

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