Displaying similar documents to “A remark on the conditioning in limit theorems for dependent random vector in R d

Minimax mutual prediction

Stanisław Trybuła (2000)

Applicationes Mathematicae

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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.