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ABSTRACT Pitman's measure of closeness and mean square error of prediction are two well-known criteria for comparison between estimators and also between predictors. In a stationary first order multiplicative spatial… Click to show full abstract
ABSTRACT Pitman's measure of closeness and mean square error of prediction are two well-known criteria for comparison between estimators and also between predictors. In a stationary first order multiplicative spatial autoregressive model, interpolation and extrapolation are compared based on these two criteria. A wide class of different innovation types are also studied containing Gaussian, exponential, asymmetric Laplace and extended skew t distributions.
Keywords:
measure closeness;
pitman measure;
extended skew;
extrapolation
Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2019
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Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2019
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!