The Annals of Statistics

Relation of the Best Invariant Predictor and the Best Unbiased Predictor in Location and Scale Families

Yoshikazu Takada

Full-text: Open access

Abstract

In this paper a necessary and sufficient condition for a predictor to be the best invariant predictor in location and scale families is given. Using this condition, it is shown that the best invariant predictor is expressed by a linear combination of the best unbiased predictor and the best unbiased estimator of the scale parameter.

Article information

Source
Ann. Statist., Volume 9, Number 4 (1981), 917-921.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176345534

Digital Object Identifier
doi:10.1214/aos/1176345534

Mathematical Reviews number (MathSciNet)
MR619298

Zentralblatt MATH identifier
0471.62038

JSTOR
links.jstor.org

Subjects
Primary: 62F99: None of the above, but in this section
Secondary: 62C99: None of the above, but in this section

Keywords
Invariance unbiasedness prediction location and scale family

Citation

Takada, Yoshikazu. Relation of the Best Invariant Predictor and the Best Unbiased Predictor in Location and Scale Families. Ann. Statist. 9 (1981), no. 4, 917--921. doi:10.1214/aos/1176345534. https://projecteuclid.org/euclid.aos/1176345534


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