When is the mean self-consistent?

We study the conditions under which the sample mean is self-consistent, and therefore an optimal predictor, for an arbitrary observation in the sample.

MoreLess

Year of publication:	2005
Authors:	Davidov, Ori
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 96.2005, 2, p. 295-310
Publisher:	Elsevier
Subject:	Conditional expectation Exchangeability Symmetry Self-consistency

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005199517