Pages that link to "Item:Q2497182"

The following pages link to Shrinkage priors for Bayesian prediction (Q2497182):

Displaying 27 items.

• Asymptotic properties of Bayesian predictive densities when the distributions of data and target variables are different (Q273569) (← links)
• Asymptotic expansion of the risk difference of the Bayesian spectral density in the autoregressive moving average model (Q354212) (← links)
• Saddlepoint condition on a predictor to reconfirm the need for the assumption of a prior distribution (Q629143) (← links)
• Bayesian prediction based on a class of shrinkage priors for location-scale models (Q878182) (← 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)
• Bayesian predictive densities based on superharmonic priors for the 2-dimensional Wishart model (Q1036777) (← links)
• Bayesian duality and risk analysis on the statistical manifold of exponential family with censored data (Q1639569) (← links)
• Superharmonic priors for autoregressive models (Q1713656) (← links)
• Simultaneous prediction of independent Poisson observables (Q1879973) (← 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)
• Information geometry on the curved \(q\)-exponential family with application to survival data analysis (Q2151790) (← 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)
• Empirical geodesic graphs and CAT\((k)\) metrics for data analysis (Q2302461) (← links)
• Bayesian prediction of a density function in terms of \(e\)-mixture (Q2390466) (← 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)
• On Prior Selection and Covariate Shift of β-Bayesian Prediction Under α-Divergence Risk (Q3585267) (← links)
• (Q5011434) (← links)
• (Q6073216) (← links)
• Nearly minimax empirical Bayesian prediction of independent Poisson observables (Q6540920) (← links)
• Bayesian prediction and estimation based on a shrinkage prior for a Poisson regression model (Q6578502) (← links)