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Pitman representations of the best equivariant predictors for regression models with location-scale family of distributions. (English) Zbl 0771.62055

In regression setup the authors obtain Pitman representations of the minimum risk equivariant estimators and predictors of the parameters and future random variables of interest. To illustrate the results some interesting examples are also given.

MSC:

62J99 Linear inference, regression
62F10 Point estimation
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