Open Access
January, 1975 On a Criterion for Extrapolation in Normal Regression
Federico J. O'Reilly
Ann. Statist. 3(1): 219-222 (January, 1975). DOI: 10.1214/aos/1176343010

Abstract

In a full rank normal regression model, the existence of an unbiased estimate of the distribution associated to any "future" observation is studied. A necessary and sufficient condition in terms of the point at which the "future" observation will be taken is given for such an estimate to exist. This criterion is introduced to consider the validity of extrapolation.

Citation

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Federico J. O'Reilly. "On a Criterion for Extrapolation in Normal Regression." Ann. Statist. 3 (1) 219 - 222, January, 1975. https://doi.org/10.1214/aos/1176343010

Information

Published: January, 1975
First available in Project Euclid: 12 April 2007

zbMATH: 0305.62040
MathSciNet: MR362663
Digital Object Identifier: 10.1214/aos/1176343010

Subjects:
Primary: 62F10
Secondary: 62J05

Keywords: estimability of a distribution , MVUE (minimum variance unbiased estimate) , validity of extrapolation

Rights: Copyright © 1975 Institute of Mathematical Statistics

Vol.3 • No. 1 • January, 1975
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