Pages that link to "Item:Q2493546"
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The following pages link to Improved minimax predictive densities under Kullback-Leibler loss (Q2493546):
Displaying 50 items.
- Asymptotic properties of Bayesian predictive densities when the distributions of data and target variables are different (Q273569) (← links)
- Pitman closeness properties of point estimators and predictive densities with parametric constraints (Q297158) (← links)
- Pitman closeness properties of Bayes shrinkage procedures in estimation and prediction (Q333991) (← links)
- Asymptotic expansion of the risk difference of the Bayesian spectral density in the autoregressive moving average model (Q354212) (← links)
- Minimaxity in predictive density estimation with parametric constraints (Q391561) (← links)
- Bayesian analysis of hypothesis testing problems for general population: A Kullback-Leibler alternative (Q419324) (← links)
- Asymptotic minimax risk of predictive density estimation for non-parametric regression (Q453278) (← links)
- On predictive density estimation for gamma models with parametric constraints (Q514186) (← links)
- Empirical Bayes predictive densities for high-dimensional normal models (Q634558) (← links)
- Simultaneous prediction for independent Poisson processes with different durations (Q746866) (← links)
- Improved prediction for a multivariate normal distribution with unknown mean and variance (Q841018) (← links)
- On predictive density estimation for location families under integrated squared error loss (Q893168) (← links)
- Quantifying the fraction of missing information for hypothesis testing in statistical and genetic studies (Q908142) (← links)
- Admissible predictive density estimation (Q930650) (← links)
- Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models (Q930652) (← links)
- Bayesian shrinkage prediction for the regression problem (Q953850) (← links)
- Estimation, prediction and the Stein phenomenon under divergence loss (Q953855) (← links)
- Bayesian predictive densities based on superharmonic priors for the 2-dimensional Wishart model (Q1036777) (← links)
- On the Stein phenomenon under divergence loss and an unknown variance-covariance matrix (Q1036797) (← links)
- On predictive density estimation with additional information (Q1711575) (← links)
- On improved predictive density estimation with parametric constraints (Q1952181) (← links)
- Bayesian predictive distribution for a negative binomial model (Q2002085) (← links)
- Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix (Q2011522) (← links)
- Minimax predictive density for sparse count data (Q2040060) (← links)
- On discrete priors and sparse minimax optimal predictive densities (Q2044351) (← links)
- Bayesian predictive density estimation for a chi-squared model using information from a normal observation with unknown mean and variance (Q2059424) (← links)
- Enriched standard conjugate priors and the right invariant prior for Wishart distributions (Q2101463) (← links)
- On minimax optimality of sparse Bayes predictive density estimates (Q2119220) (← links)
- Predictive density estimation under the Wasserstein loss (Q2189119) (← links)
- Larry Brown's work on admissibility (Q2194581) (← links)
- Density prediction and the Stein phenomenon (Q2206751) (← links)
- Shrinkage priors for single-spiked covariance models (Q2244463) (← links)
- On efficient prediction and predictive density estimation for normal and spherically symmetric models (Q2274926) (← links)
- Hierarchical empirical Bayes estimation of two sample means under divergence loss (Q2316969) (← links)
- On predictive density estimation under \(\alpha\)-divergence loss (Q2322946) (← links)
- Exact minimax estimation of the predictive density in sparse Gaussian models (Q2352732) (← links)
- Asymptotically minimax Bayes predictive densities (Q2373585) (← links)
- Stochastic domination in predictive density estimation for ordered normal means under \(\alpha\)-divergence loss (Q2451612) (← links)
- Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection (Q2455735) (← links)
- Shrinkage priors for Bayesian prediction (Q2497182) (← links)
- A class of proper priors for Bayesian simultaneous prediction of independent Poisson observ\-a\-bles (Q2507748) (← links)
- From minimax shrinkage estimation to minimax shrinkage prediction (Q2634656) (← links)
- A superharmonic prior for the autoregressive process of the second-order (Q3552832) (← links)
- PREDICTIVE DENSITY ESTIMATION FOR MULTIPLE REGRESSION (Q3632388) (← links)
- (Q4633011) (← links)
- (Q5011435) (← links)
- (Q5054630) (← links)
- Bayesian predictive distribution for a Poisson model with a parametric restriction (Q5077256) (← links)
- (Q5159467) (← links)
- Prediction risk for the horseshoe regression (Q5381133) (← links)
