On improved predictive density estimation with parametric constraints

DOI10.1214/11-EJS603zbMath1274.62079MaRDI QIDQ1952181

Dominique Fourdrinier, Ali Righi, William E. Strawderman, Éric Marchand

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1302784852

zbMATH Keywords

convex setsconesBayes estimatorsquadratic lossmultivariate normaluniform priorsrisk functionKullback-Leibler losspredictive estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

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