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Search: subject:"Minimax predictor"
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Minimax predictor
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Balanced loss function
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Finite population regression coefficient
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Linear regression
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Minimax estimator
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Optimal predictor
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Undetermined
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Hu, Guikai
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Li, Qingguo
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Wilczyński, Maciej
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Yu, Shenghua
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Journal of Multivariate Analysis
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Statistical Papers / Springer
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Optimal and minimax prediction in multivariate normal populations under a balanced loss function
Hu, Guikai
;
Li, Qingguo
;
Yu, Shenghua
- In:
Journal of Multivariate Analysis
128
(
2014
)
C
,
pp. 154-164
obtained in the class of all unbiased predictors. The
minimax
predictor
(MP) is also obtained in the class of all predictors …
Persistent link: https://www.econbiz.de/10010776639
Saved in:
2
Minimax prediction in the linear model with a relative squared error
Wilczyński, Maciej
- In:
Statistical Papers
53
(
2012
)
1
,
pp. 151-164
Persistent link: https://www.econbiz.de/10010998643
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