When is the mean self-consistent?

Ori Davidov

Journal of Multivariate Analysis, 2005, vol. 96, issue 2, 295-310

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.

Keywords: Conditional; expectation; Exchangeability; Symmetry; Self-consistency (search for similar items in EconPapers)
Date: 2005
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