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When is the mean self-consistent?

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  • Davidov, Ori

Abstract

We study the conditions under which the sample mean is self-consistent, and therefore an optimal predictor, for an arbitrary observation in the sample.

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  • Davidov, Ori, 2005. "When is the mean self-consistent?," Journal of Multivariate Analysis, Elsevier, vol. 96(2), pages 295-310, October.
    • Handle: RePEc:eee:jmvana:v:96:y:2005:i:2:p:295-310
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    References listed on IDEAS

    as
    1. Thaddeus Tarpey, 1997. "Estimating principal points of univariate distributions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 24(5), pages 499-512.
    2. Vaart,A. W. van der, 2000. "Asymptotic Statistics," Cambridge Books, Cambridge University Press, number 9780521784504, January.
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