The concept of risk unbiasedness in statistical prediction

DOI10.1016/j.jspi.2010.01.035zbMath1184.62007OpenAlexW2009363689MaRDI QIDQ963885

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

unbiased estimationsquared error lossequivariant predictorRao-Blackwell theoremLINEX lossrisk functionprediction sufficiency

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference (62F99) Statistical decision theory (62C99)

Related Items (1)

On the equivariance criterion in statistical prediction

Cites Work

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• Kshirsagar-Type Lower Bounds for Mean Squared Error of Prediction
• Prediction intervals for future failures in the exponential distribution under hybrid censoring
• On prediction and mean squared error
• Adequate Subfields and Sufficiency
• A General Concept of Unbiasedness
• Linex unbiasedness in a prediction problem

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