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.
Publié le : 1981-07-14
Classification:
Invariance,
unbiasedness,
prediction,
location and scale family,
62F99,
62C99
@article{1176345534,
author = {Takada, Yoshikazu},
title = {Relation of the Best Invariant Predictor and the Best Unbiased Predictor in Location and Scale Families},
journal = {Ann. Statist.},
volume = {9},
number = {1},
year = {1981},
pages = { 917-921},
language = {en},
url = {http://dml.mathdoc.fr/item/1176345534}
}
Takada, Yoshikazu. Relation of the Best Invariant Predictor and the Best Unbiased Predictor in Location and Scale Families. Ann. Statist., Tome 9 (1981) no. 1, pp. 917-921. http://gdmltest.u-ga.fr/item/1176345534/