Found 2 document(s)
Page 1 of 1
-
A proof of the Cramér-Rao inequality for prediction is presented under conditions of L2-differentiability of the family of distributions of the model. The assumptions and the proof differ from those of Miyata (2001) who ...
-
In a previous paper (Bosq and Onzon (2012)) we did a first generalization of the concept of asymptotic efficiency for statistical prédiction, i. e. for the problems where the unknown quantity to infer is not deterministi...