THE LOWER BOUND FOR MSE IN STATISTICAL PREDICTION THEORY

DOI10.14490/JJSS1995.31.111zbMath1032.62002OpenAlexW2077789272MaRDI QIDQ2762252

Yoichi Miyata

Publication date: 17 March 2004

Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/9bca418859716f58ec19379e0ee80df04ff39430

zbMATH Keywords

Cramér-Rao inequalitydifferentiability in quadratic meanunbiased predictor

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Foundations and philosophical topics in statistics (62A01)

Related Items (1)

Kshirsagar-Type Lower Bounds for Mean Squared Error of Prediction

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