On a Criterion for Simultaneous Extrapolation in Nonfull Rank Normal Regression

In recent work by O'Reilly, a necessary and sufficient condition for the existence of an unbiased estimate of the distribution function of a "future" observation was given. The result was obtained under the condition that the model had full rank. Here, the result is generalized to any...

Full description

Saved in:
Bibliographic Details
Published in:The Annals of statistics 1976-05, Vol.4 (3), p.625-628
Main Author: O'Reilly, Federico J.
Format: Article
Language:English
Subjects:
62F10
62J05
Distribution functions
estimability of a distribution
Mathematical extrapolation
Mathematical vectors
MVUE (minimum variance unbiased estimate)
Short Communications
Sufficient conditions
Unbiased estimators
validity of extrapolation
Citations: Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
cited_by cdi_FETCH-LOGICAL-c287t-6b53d97cb0f02447f32b413af5c83af926cdf91bd36de676faa269e8461004de3
cites
container_end_page 628
container_issue 3
container_start_page 625
container_title The Annals of statistics
container_volume 4
creator O'Reilly, Federico J.
description In recent work by O'Reilly, a necessary and sufficient condition for the existence of an unbiased estimate of the distribution function of a "future" observation was given. The result was obtained under the condition that the model had full rank. Here, the result is generalized to any number of future observations and the full rank condition is relaxed. The corresponding uniformly minimum variance unbiased estimator is identified from the density estimates given by Ghurye and Olkin.
doi_str_mv 10.1214/aos/1176343469
format article
fullrecord <record><control><sourceid>jstor_proje</sourceid><recordid>TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_aos_1176343469</recordid><sourceformat>XML</sourceformat><sourcesystem>PC</sourcesystem><jstor_id>2958234</jstor_id><sourcerecordid>2958234</sourcerecordid><originalsourceid>FETCH-LOGICAL-c287t-6b53d97cb0f02447f32b413af5c83af926cdf91bd36de676faa269e8461004de3</originalsourceid><addsrcrecordid>eNplUMtOwzAQtBBIlMKVEwf_QFq_4sQ3UFQeUkUloOfIcWzkkMaV7Ujw97hqVA5cdnZ2Z-YwANxitMAEs6V0YYlxwSmjjIszMCOYl1kpOD8HM4QEynLK2SW4CqFDCOWC0RnYbAYoYeVt1N66ARrn4bvdjX2Ug3ZjgKvv6OXe9TIe3naAr24wY9_DNzl8JeJ3Mu360-sQkuIaXBjZB30z4RxsH1cf1XO23jy9VA_rTJGyiBlvctqKQjXIIMJYYShpGKbS5KpMUxCuWiNw01Leal5wIyXhQpeMY4RYq-kc3B9z9951WkU9qt629d7bnfQ_tZO2rrbr6TpBKqj-KyhFLI4RyrsQvDYnN0b1odH_hrujoQvR-ZOaiLwkSfILUvx0nQ</addsrcrecordid><sourcetype>Open Access Repository</sourcetype><iscdi>true</iscdi><recordtype>article</recordtype></control><display><type>article</type><title>On a Criterion for Simultaneous Extrapolation in Nonfull Rank Normal Regression</title><source>JSTOR Archival Journals and Primary Sources Collection</source><source>Project Euclid</source><creator>O'Reilly, Federico J.</creator><creatorcontrib>O'Reilly, Federico J.</creatorcontrib><description>In recent work by O'Reilly, a necessary and sufficient condition for the existence of an unbiased estimate of the distribution function of a "future" observation was given. The result was obtained under the condition that the model had full rank. Here, the result is generalized to any number of future observations and the full rank condition is relaxed. The corresponding uniformly minimum variance unbiased estimator is identified from the density estimates given by Ghurye and Olkin.</description><identifier>ISSN: 0090-5364</identifier><identifier>EISSN: 2168-8966</identifier><identifier>DOI: 10.1214/aos/1176343469</identifier><language>eng</language><publisher>Institute of Mathematical Statistics</publisher><subject>62F10 ; 62J05 ; Distribution functions ; estimability of a distribution ; Mathematical extrapolation ; Mathematical vectors ; MVUE (minimum variance unbiased estimate) ; Short Communications ; Sufficient conditions ; Unbiased estimators ; validity of extrapolation</subject><ispartof>The Annals of statistics, 1976-05, Vol.4 (3), p.625-628</ispartof><rights>Copyright 1976 Institute of Mathematical Statistics</rights><lds50>peer_reviewed</lds50><oa>free_for_read</oa><woscitedreferencessubscribed>false</woscitedreferencessubscribed><citedby>FETCH-LOGICAL-c287t-6b53d97cb0f02447f32b413af5c83af926cdf91bd36de676faa269e8461004de3</citedby></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><linktopdf>$$Uhttps://www.jstor.org/stable/pdf/2958234$$EPDF$$P50$$Gjstor$$H</linktopdf><linktohtml>$$Uhttps://www.jstor.org/stable/2958234$$EHTML$$P50$$Gjstor$$H</linktohtml><link.rule.ids>230,314,780,784,885,926,27922,27923,58236,58469</link.rule.ids></links><search><creatorcontrib>O'Reilly, Federico J.</creatorcontrib><title>On a Criterion for Simultaneous Extrapolation in Nonfull Rank Normal Regression</title><title>The Annals of statistics</title><description>In recent work by O'Reilly, a necessary and sufficient condition for the existence of an unbiased estimate of the distribution function of a "future" observation was given. The result was obtained under the condition that the model had full rank. Here, the result is generalized to any number of future observations and the full rank condition is relaxed. The corresponding uniformly minimum variance unbiased estimator is identified from the density estimates given by Ghurye and Olkin.</description><subject>62F10</subject><subject>62J05</subject><subject>Distribution functions</subject><subject>estimability of a distribution</subject><subject>Mathematical extrapolation</subject><subject>Mathematical vectors</subject><subject>MVUE (minimum variance unbiased estimate)</subject><subject>Short Communications</subject><subject>Sufficient conditions</subject><subject>Unbiased estimators</subject><subject>validity of extrapolation</subject><issn>0090-5364</issn><issn>2168-8966</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>1976</creationdate><recordtype>article</recordtype><recordid>eNplUMtOwzAQtBBIlMKVEwf_QFq_4sQ3UFQeUkUloOfIcWzkkMaV7Ujw97hqVA5cdnZ2Z-YwANxitMAEs6V0YYlxwSmjjIszMCOYl1kpOD8HM4QEynLK2SW4CqFDCOWC0RnYbAYoYeVt1N66ARrn4bvdjX2Ug3ZjgKvv6OXe9TIe3naAr24wY9_DNzl8JeJ3Mu360-sQkuIaXBjZB30z4RxsH1cf1XO23jy9VA_rTJGyiBlvctqKQjXIIMJYYShpGKbS5KpMUxCuWiNw01Leal5wIyXhQpeMY4RYq-kc3B9z9951WkU9qt629d7bnfQ_tZO2rrbr6TpBKqj-KyhFLI4RyrsQvDYnN0b1odH_hrujoQvR-ZOaiLwkSfILUvx0nQ</recordid><startdate>19760501</startdate><enddate>19760501</enddate><creator>O'Reilly, Federico J.</creator><general>Institute of Mathematical Statistics</general><general>The Institute of Mathematical Statistics</general><scope>AAYXX</scope><scope>CITATION</scope></search><sort><creationdate>19760501</creationdate><title>On a Criterion for Simultaneous Extrapolation in Nonfull Rank Normal Regression</title><author>O'Reilly, Federico J.</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c287t-6b53d97cb0f02447f32b413af5c83af926cdf91bd36de676faa269e8461004de3</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>1976</creationdate><topic>62F10</topic><topic>62J05</topic><topic>Distribution functions</topic><topic>estimability of a distribution</topic><topic>Mathematical extrapolation</topic><topic>Mathematical vectors</topic><topic>MVUE (minimum variance unbiased estimate)</topic><topic>Short Communications</topic><topic>Sufficient conditions</topic><topic>Unbiased estimators</topic><topic>validity of extrapolation</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>O'Reilly, Federico J.</creatorcontrib><collection>CrossRef</collection><jtitle>The Annals of statistics</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>O'Reilly, Federico J.</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>On a Criterion for Simultaneous Extrapolation in Nonfull Rank Normal Regression</atitle><jtitle>The Annals of statistics</jtitle><date>1976-05-01</date><risdate>1976</risdate><volume>4</volume><issue>3</issue><spage>625</spage><epage>628</epage><pages>625-628</pages><issn>0090-5364</issn><eissn>2168-8966</eissn><abstract>In recent work by O'Reilly, a necessary and sufficient condition for the existence of an unbiased estimate of the distribution function of a "future" observation was given. The result was obtained under the condition that the model had full rank. Here, the result is generalized to any number of future observations and the full rank condition is relaxed. The corresponding uniformly minimum variance unbiased estimator is identified from the density estimates given by Ghurye and Olkin.</abstract><pub>Institute of Mathematical Statistics</pub><doi>10.1214/aos/1176343469</doi><tpages>4</tpages><oa>free_for_read</oa></addata></record>
fulltext fulltext
identifier ISSN: 0090-5364
ispartof The Annals of statistics, 1976-05, Vol.4 (3), p.625-628
issn 0090-5364
2168-8966
language eng
recordid cdi_projecteuclid_primary_oai_CULeuclid_euclid_aos_1176343469
source JSTOR Archival Journals and Primary Sources Collection; Project Euclid
subjects 62F10
62J05
Distribution functions
estimability of a distribution
Mathematical extrapolation
Mathematical vectors
MVUE (minimum variance unbiased estimate)
Short Communications
Sufficient conditions
Unbiased estimators
validity of extrapolation
title On a Criterion for Simultaneous Extrapolation in Nonfull Rank Normal Regression
url http://sfxeu10.hosted.exlibrisgroup.com/loughborough?ctx_ver=Z39.88-2004&ctx_enc=info:ofi/enc:UTF-8&ctx_tim=2025-01-09T13%3A54%3A40IST&url_ver=Z39.88-2004&url_ctx_fmt=infofi/fmt:kev:mtx:ctx&rfr_id=info:sid/primo.exlibrisgroup.com:primo3-Article-jstor_proje&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.genre=article&rft.atitle=On%20a%20Criterion%20for%20Simultaneous%20Extrapolation%20in%20Nonfull%20Rank%20Normal%20Regression&rft.jtitle=The%20Annals%20of%20statistics&rft.au=O'Reilly,%20Federico%20J.&rft.date=1976-05-01&rft.volume=4&rft.issue=3&rft.spage=625&rft.epage=628&rft.pages=625-628&rft.issn=0090-5364&rft.eissn=2168-8966&rft_id=info:doi/10.1214/aos/1176343469&rft_dat=%3Cjstor_proje%3E2958234%3C/jstor_proje%3E%3Cgrp_id%3Ecdi_FETCH-LOGICAL-c287t-6b53d97cb0f02447f32b413af5c83af926cdf91bd36de676faa269e8461004de3%3C/grp_id%3E%3Coa%3E%3C/oa%3E%3Curl%3E%3C/url%3E&rft_id=info:oai/&rft_id=info:pmid/&rft_jstor_id=2958234&rfr_iscdi=true