On prediction and mean squared error

DOI10.2307/3315467zbMath0772.62054OpenAlexW1968516500MaRDI QIDQ4021170

Yannis G. Yatracos

Publication date: 17 January 1993

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

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

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

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

Related Items (14)

Finding optimal estimators in survey sampling using unbiased estimators of zero ⋮ Estimation After Subset Selection from Exponential Populations: Location Parameter Case ⋮ A note on conditionally unbiased estimation after selection ⋮ On optimal prediction for stochastic processes ⋮ Sufficiency and efficiency in statistical prediction ⋮ Kshirsagar-Type Lower Bounds for Mean Squared Error of Prediction ⋮ Improved estimators for the selected location parameters ⋮ Multivariate Cramér-Rao inequality for prediction and efficient predictors ⋮ On estimating the conditional probability of discovering a new species ⋮ On best unbiased prediction and its relationships to unbiased estimation ⋮ The concept of risk unbiasedness in statistical prediction ⋮ On the equivariance criterion in statistical prediction ⋮ Bayesian prediction for stochastic processes: theory and applications ⋮ Random function prediction and Stein's identity.

Cites Work

• Admissibility of estimators of the probability of unobserved outcomes
• Estimation of the Mean of the Selected Population
• Estimating the Total Probability of the Unobserved Outcomes of an Experiment
• THE POPULATION FREQUENCIES OF SPECIES AND THE ESTIMATION OF POPULATION PARAMETERS
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