On predictive density estimation under \(\alpha\)-divergence loss (Q2322946)

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On predictive density estimation under \(\alpha\)-divergence loss
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    On predictive density estimation under \(\alpha\)-divergence loss (English)
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    29 August 2019
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    alpha-divergence
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    dominance
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    frequentist risk
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    Hellinger loss
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    multivariate normal
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    plug-in
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    predictive density
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    restricted parameter space
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    variance expansion
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