A shrinkage predictive distribution for multivariate normal observables

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Cited in

(57)

Bayesian predictive densities based on superharmonic priors for the 2-dimensional Wishart model
On predictive density estimation with additional information
Simultaneous prediction of independent Poisson observables
On improved predictive density estimation with parametric constraints
Bayesian predictive distribution for a negative binomial model
Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix
Minimax predictive density for sparse count data
On discrete priors and sparse minimax optimal predictive densities
Bayesian predictive density estimation for a chi-squared model using information from a normal observation with unknown mean and variance
Enriched standard conjugate priors and the right invariant prior for Wishart distributions
On minimax optimality of sparse Bayes predictive density estimates
Bayesian shrinkage approaches to unbalanced problems of estimation and prediction on the basis of negative multinomial samples
Predictive density estimation under the Wasserstein loss
Density prediction and the Stein phenomenon
On efficient prediction and predictive density estimation for normal and spherically symmetric models
Hierarchical empirical Bayes estimation of two sample means under divergence loss
Bayes minimax competitors of preliminary test estimators in k sample problems
Exact minimax estimation of the predictive density in sparse Gaussian models
Asymptotically minimax Bayes predictive densities
Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection
Improved minimax predictive densities under Kullback-Leibler loss
Shrinkage priors for Bayesian prediction
A class of proper priors for Bayesian simultaneous prediction of independent Poisson observ\-a\-bles
From minimax shrinkage estimation to minimax shrinkage prediction
Asymptotic properties of Bayesian predictive densities when the distributions of data and target variables are different
Pitman closeness properties of point estimators and predictive densities with parametric constraints
Pitman closeness properties of Bayes shrinkage procedures in estimation and prediction
scientific article; zbMATH DE number 4147306 (Why is no real title available?)
Asymptotic expansion of the risk difference of the Bayesian spectral density in the autoregressive moving average model
A superharmonic prior for the autoregressive process of the second-order
Minimaxity in predictive density estimation with parametric constraints
scientific article; zbMATH DE number 706376 (Why is no real title available?)
scientific article; zbMATH DE number 7387520 (Why is no real title available?)
Bayesian predictive distribution for a Poisson model with a parametric restriction
scientific article; zbMATH DE number 7578272 (Why is no real title available?)
On predictive density estimation for gamma models with parametric constraints
Improved shrinkage prediction under a spiked covariance structure
scientific article; zbMATH DE number 7750677 (Why is no real title available?)
Matrix variate density estimation with additional information
Optimal shrinkage estimation of predictive densities under \(\alpha\)-divergences
Bayesian inference and prediction for mean-mixtures of normal distributions
Predictive density estimators with integrated \(L_1\) loss
Empirical Bayes predictive densities for high-dimensional normal models
Nearly minimax empirical Bayesian prediction of independent Poisson observables
Stein's identities and the related topics: an instructive explanation on shrinkage, characterization, normal approximation and goodness-of-fit
Predictive densities for multivariate normal models based on extended models and shrinkage Bayes methods
Complete class of predictive densities for Type II censored data
On Bayesian predictive density estimation for skew-normal distributions
Statistical inference with non-normalized models: score matching and noise contrastive estimation
Double shrinkage priors for a normal mean matrix
Simultaneous prediction for independent Poisson processes with different durations
Improved prediction for a multivariate normal distribution with unknown mean and variance
On predictive density estimation for location families under integrated squared error loss
Admissible predictive density estimation
Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models
Bayesian shrinkage prediction for the regression problem
Estimation, prediction and the Stein phenomenon under divergence loss

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