Geodesic
Minimax mutual prediction
Applicationes Mathematicae, Tome 27 (2000) no. 4, pp. 437-444
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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.
DOI : 10.4064/am-27-4-437-444
Keywords: multinomial, Bayes, binomial, minimax mutual predictor 
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     title = {Minimax mutual prediction},
     journal = {Applicationes Mathematicae},
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     zbl = {1043.62018},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.4064/am-27-4-437-444/}
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Stanisław Trybuła. Minimax mutual prediction. Applicationes Mathematicae, Tome 27 (2000) no. 4, pp. 437-444. doi: 10.4064/am-27-4-437-444

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