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September, 1982 A Comment on Best Invariant Predictors
Yoshikazu Takada
Ann. Statist. 10(3): 971-978 (September, 1982). DOI: 10.1214/aos/1176345887

Abstract

A statistical prediction problem invariant under a certain group of transformations is considered. Under several assumptions it is shown that the best invariant predictor is obtained by using the invariant measure on the group. This result is an extension of that of Hora and Buehler.

Citation

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Yoshikazu Takada. "A Comment on Best Invariant Predictors." Ann. Statist. 10 (3) 971 - 978, September, 1982. https://doi.org/10.1214/aos/1176345887

Information

Published: September, 1982
First available in Project Euclid: 12 April 2007

zbMATH: 0495.62003
MathSciNet: MR663448
Digital Object Identifier: 10.1214/aos/1176345887

Subjects:
Primary: 62A05
Secondary: 62F99

Keywords: invariant measure , invariant predictor , transformation group

Rights: Copyright © 1982 Institute of Mathematical Statistics

Vol.10 • No. 3 • September, 1982
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