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.
Stanisław Trybuła. Minimax mutual prediction. Applicationes Mathematicae, Tome 27 (2000) no. 4, pp. 437-444. doi: 10.4064/am-27-4-437-444
@article{10_4064_am_27_4_437_444,
author = {Stanis{\l}aw Trybu{\l}a},
title = {Minimax mutual prediction},
journal = {Applicationes Mathematicae},
pages = {437--444},
year = {2000},
volume = {27},
number = {4},
doi = {10.4064/am-27-4-437-444},
zbl = {1043.62018},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/am-27-4-437-444/}
}
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