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When is the mean self-consistent?
- Source :
- Journal of Multivariate Analysis. 96:295-310
- Publication Year :
- 2005
- Publisher :
- Elsevier BV, 2005.
-
Abstract
- We study the conditions under which the sample mean is self-consistent, and therefore an optimal predictor, for an arbitrary observation in the sample.
- Subjects :
- Statistics and Probability
Conditional expectation
Numerical Analysis
Multivariate analysis
Self consistency
Self-consistency
Truncated mean
Sample (statistics)
Self consistent
Sample mean and sample covariance
Symmetry
Mean estimation
Exchangeability
Statistics
Statistics, Probability and Uncertainty
Mathematics
Subjects
Details
- ISSN :
- 0047259X
- Volume :
- 96
- Database :
- OpenAIRE
- Journal :
- Journal of Multivariate Analysis
- Accession number :
- edsair.doi.dedup.....eb3e165df51775435783cae0b015e0c7
- Full Text :
- https://doi.org/10.1016/j.jmva.2004.10.004