Open Access
January, 1975 On a Criterion for Extrapolation in Normal Regression
Federico J. O'Reilly
Ann. Statist. 3(1): 219-222 (January, 1975). DOI: 10.1214/aos/1176343010
Abstract

In a full rank normal regression model, the existence of an unbiased estimate of the distribution associated to any "future" observation is studied. A necessary and sufficient condition in terms of the point at which the "future" observation will be taken is given for such an estimate to exist. This criterion is introduced to consider the validity of extrapolation.

O'Reilly: On a Criterion for Extrapolation in Normal Regression
Copyright © 1975 Institute of Mathematical Statistics
Federico J. O'Reilly "On a Criterion for Extrapolation in Normal Regression," The Annals of Statistics 3(1), 219-222, (January, 1975). https://doi.org/10.1214/aos/1176343010
Published: January, 1975
Vol.3 • No. 1 • January, 1975
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