Note: Normal prediction under linear-quadratic loss

DOI10.1002/(SICI)1520-6750(199609)43:6%3C917::AID-NAV8%3E3.0.CO;2-7zbMATH Open0878.62007OpenAlexW2017599816MaRDI QIDQ4715988

Michael Cain

Publication date: 19 November 1996

Full work available at URL: https://doi.org/10.1002/(sici)1520-6750(199609)43:6%3C917::aid-nav8%3E3.0.co;2-7

zbMATH Keywords

optimal predictioncombined linear and quadratic losstable of adjustment factor values

Mathematics Subject Classification ID

Bayesian inference (62F15) Statistical decision theory (62C99)

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