The problems of minimax mutual prediction are considered for binomial and multinomial random variables and for sums of limited random variables with unknown distribution. For the loss function being a linear combination of quadratic losses minimax mutual predictors are determined where the parameters of predictors are obtained by numerical solution of some equations.
@article{bwmeta1.element.bwnjournal-article-zmv27i4p437bwm,
author = {Stanis\l aw Trybu\l a},
title = {Minimax mutual prediction},
journal = {Applicationes Mathematicae},
volume = {27},
year = {2000},
pages = {437-444},
zbl = {1043.62018},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-zmv27i4p437bwm}
}
Trybuła, Stanisław. Minimax mutual prediction. Applicationes Mathematicae, Tome 27 (2000) pp. 437-444. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-zmv27i4p437bwm/
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